-78.0%
SE vs SM
-11.5%
-66.5%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.8% | 0.0% |
| 7D | +2.0% | -25.9% | +27.9% | +7.1% |
| 30D | -20.0% | -15.1% | -4.9% | -18.2% |
| 3M | -31.8% | +4.9% | -36.6% | -33.5% |
| 6M | -15.9% | +6.1% | -22.0% | -19.5% |
| YTD | -40.6% | +63.4% | -104.1% | -50.2% |
| 1Y | -50.7% | +72.5% | -123.1% | -59.5% |
| 3Y | +70.3% | -16.9% | +87.2% | +60.9% |
| All | -78.0% | -11.5% | -66.5% | -80.3% |
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 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