+365.7%
SE vs SM
+85.2%
+280.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.8% | 0.0% |
| 7D | +2.0% | -25.9% | +27.9% | +5.1% |
| 30D | -20.0% | -15.1% | -4.9% | -18.9% |
| 3M | -31.8% | +4.9% | -36.6% | -32.6% |
| 6M | -15.9% | +6.1% | -22.0% | -17.7% |
| YTD | -40.6% | +63.4% | -104.1% | -45.4% |
| 1Y | -50.7% | +72.5% | -123.1% | -55.0% |
| 3Y | +70.3% | -16.9% | +87.2% | +66.3% |
| 5Y | -78.8% | -10.6% | -68.2% | -79.8% |
| All | +365.7% | +85.2% | +280.6% | +266.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling