-72.0%
S vs SM
+107.8%
-179.8%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.9% | +0.9% |
| 7D | -7.7% | +0.1% | -7.8% | -7.8% |
| 30D | -5.3% | +26.3% | -31.6% | -9.9% |
| 3M | +20.3% | +8.7% | +11.6% | +17.2% |
| 6M | +47.4% | +51.7% | -4.3% | +32.3% |
| YTD | +32.5% | +99.0% | -66.5% | +11.4% |
| 1Y | +9.5% | +34.6% | -25.1% | -0.1% |
| 3Y | +15.5% | -7.8% | +23.3% | +8.3% |
| All | -72.0% | +107.8% | -179.8% | -79.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling