+11.1%
S vs SM
-7.7%
+18.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.9% | +0.8% |
| 7D | -7.7% | +0.1% | -7.8% | -7.8% |
| 30D | -5.3% | +26.3% | -31.6% | -8.7% |
| 3M | +20.3% | +8.7% | +11.6% | +18.1% |
| 6M | +47.4% | +51.7% | -4.3% | +35.5% |
| YTD | +32.5% | +99.0% | -66.5% | +15.4% |
| 1Y | +9.5% | +34.6% | -25.1% | +2.3% |
| All | +11.1% | -7.7% | +18.9% | -1.5% |
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