+27.9%
SM vs ADVB
-95.9%
+123.7%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +42.7% | -37.5% | +3.1% |
| 7D | +10.6% | +74.2% | -63.6% | +7.5% |
| 30D | -15.0% | -35.9% | +20.9% | -14.1% |
| 3M | +1.7% | -56.4% | +58.1% | +4.2% |
| 6M | +5.9% | -36.7% | +42.6% | +4.6% |
| YTD | +79.0% | -43.3% | +122.3% | +74.4% |
| 1Y | +84.7% | -63.4% | +148.1% | +86.1% |
| All | +27.9% | -95.9% | +123.7% | +80.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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