-44.9%
S vs SM
+34.3%
-79.2%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.7% |
| 7D | +1.4% | -19.5% | +20.9% | +5.3% |
| 30D | -10.8% | -20.2% | +9.4% | -7.3% |
| 3M | +5.4% | -6.5% | +11.9% | +5.9% |
| 6M | +41.2% | +1.6% | +39.7% | +38.2% |
| YTD | +56.2% | +61.2% | -5.0% | +37.0% |
| 1Y | +36.3% | +65.4% | -29.1% | +18.6% |
| 3Y | +49.4% | -13.0% | +62.5% | +41.2% |
| 5Y | -66.9% | -4.3% | -62.6% | -70.5% |
| All | -44.9% | +34.3% | -79.2% | -54.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling