+559.5%
RF vs SM
+1,289.1%
-729.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.6% | +2.5% | -1.2% |
| 7D | -1.6% | -25.1% | +23.5% | +3.6% |
| 30D | +5.0% | -15.6% | +20.6% | +8.0% |
| 3M | -10.0% | +2.7% | -12.7% | -11.4% |
| 6M | +3.3% | -3.8% | +7.2% | +1.8% |
| YTD | +7.9% | +61.8% | -53.9% | -5.3% |
| 1Y | +21.2% | +71.4% | -50.1% | +4.9% |
| 3Y | +105.8% | -20.7% | +126.5% | +101.6% |
| 5Y | +43.7% | -11.5% | +55.2% | +31.3% |
| 10Y | +289.4% | +10.2% | +279.2% | +126.5% |
| All | +559.5% | +1,289.1% | -729.5% | +166.7% |
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