+1.7%
SM vs ACM
+147.1%
-145.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +5.2% | -7.9% | -7.5% |
| 7D | -22.3% | +6.9% | -29.2% | -27.6% |
| 30D | -21.4% | +19.1% | -40.4% | -34.2% |
| 3M | +1.4% | -6.9% | +8.3% | +3.3% |
| 6M | +0.1% | -12.0% | +12.1% | +4.1% |
| YTD | +59.0% | -25.1% | +84.1% | +85.5% |
| 1Y | +64.3% | -45.4% | +109.8% | +164.1% |
| 3Y | -13.1% | -6.9% | -6.2% | -25.9% |
| 5Y | -13.9% | +3.7% | -17.6% | -37.1% |
| 10Y | +1.7% | +135.8% | -134.1% | -58.1% |
| All | +1.7% | +147.1% | -145.4% | -58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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