+12.5%
SM vs ACM
+128.0%
-115.5%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.8% | +4.4% | +4.4% |
| 7D | -0.2% | -0.3% | +0.1% | +0.1% |
| 30D | +31.5% | -12.9% | +44.4% | +45.9% |
| 3M | +17.3% | -6.4% | +23.7% | +18.6% |
| 6M | +48.5% | -29.2% | +77.7% | +92.2% |
| YTD | +106.3% | -29.9% | +136.2% | +161.8% |
| 1Y | +47.3% | -47.3% | +94.6% | +146.3% |
| 3Y | -1.4% | -19.6% | +18.2% | -0.3% |
| 5Y | +114.0% | +5.5% | +108.5% | +54.5% |
| 10Y | +12.5% | +129.7% | -117.2% | -47.7% |
| All | +12.5% | +128.0% | -115.5% | -47.7% |
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