+443.3%
SM vs ABCL
-81.2%
+524.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | 0.0% |
| 7D | +9.4% | -3.3% | +12.7% | +9.6% |
| 30D | -14.4% | -7.1% | -7.3% | -14.1% |
| 3M | +1.6% | +4.7% | -3.2% | +0.1% |
| 6M | +6.3% | +140.9% | -134.5% | -4.8% |
| YTD | +78.8% | +236.0% | -157.2% | +51.6% |
| 1Y | +83.1% | +217.4% | -134.3% | +56.2% |
| 3Y | -5.9% | +188.7% | -194.6% | -23.2% |
| 5Y | +4.8% | -23.5% | +28.3% | -7.0% |
| All | +443.3% | -81.2% | +524.5% | +457.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling