+38.9%
S vs SM
-3.8%
+42.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +5.2% | -11.4% | -7.0% |
| 7D | +4.1% | +10.6% | -6.5% | +2.4% |
| 30D | -7.2% | -15.0% | +7.8% | -5.1% |
| 3M | 0.0% | +1.7% | -1.7% | -1.0% |
| 6M | +41.6% | +5.9% | +35.7% | +38.4% |
| YTD | +48.6% | +79.0% | -30.4% | +29.4% |
| 1Y | +30.0% | +84.7% | -54.6% | +12.4% |
| All | +38.9% | -3.8% | +42.7% | +27.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling