+21.6%
SM vs ADVB
-97.1%
+118.7%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +10.0% | -4.4% | +5.1% |
| 7D | +0.3% | +10.5% | -10.2% | -0.1% |
| 30D | -17.3% | -56.0% | +38.7% | -14.8% |
| 3M | -3.6% | -70.1% | +66.6% | +0.8% |
| 6M | +2.9% | -53.7% | +56.6% | +3.4% |
| YTD | +70.2% | -60.3% | +130.5% | +69.1% |
| 1Y | +66.5% | -73.1% | +139.7% | +70.5% |
| All | +21.6% | -97.1% | +118.7% | +74.8% |
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