+40.6%
S vs SM
-20.0%
+60.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.7% | +1.5% |
| 7D | -13.4% | -25.9% | +12.5% | -9.5% |
| 30D | -14.0% | -15.1% | +1.1% | -12.1% |
| 3M | +4.9% | +4.9% | 0.0% | +3.4% |
| 6M | +42.0% | +6.1% | +35.9% | +38.5% |
| YTD | +45.1% | +63.4% | -18.3% | +28.3% |
| 1Y | +33.1% | +72.5% | -39.4% | +16.1% |
| 3Y | +40.6% | -16.9% | +57.5% | +35.7% |
| All | +40.6% | -20.0% | +60.7% | +35.7% |
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 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