+606.2%
RF vs SM
+1,608.3%
-1,002.1%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | +0.4% |
| 7D | +1.3% | +0.1% | +1.2% | +1.3% |
| 30D | -3.6% | +26.3% | -29.9% | -8.2% |
| 3M | +8.1% | +8.7% | -0.6% | +5.2% |
| 6M | +11.5% | +51.7% | -40.2% | +0.4% |
| YTD | +15.6% | +99.0% | -83.5% | -1.9% |
| 1Y | +15.7% | +34.6% | -18.9% | +5.5% |
| 3Y | +86.9% | -7.8% | +94.6% | +78.8% |
| 5Y | +89.8% | +104.8% | -15.0% | +47.5% |
| 10Y | +344.7% | +7.2% | +337.4% | +160.6% |
| All | +606.2% | +1,608.3% | -1,002.1% | +176.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling