+15.6%
SM vs ADVB
-97.6%
+113.2%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -9.5% | +4.9% | -4.2% |
| 7D | -25.1% | -28.0% | +2.9% | -24.1% |
| 30D | -15.6% | -70.2% | +54.6% | -11.5% |
| 3M | +2.7% | -76.1% | +78.8% | +8.2% |
| 6M | -3.8% | -72.3% | +68.5% | -0.9% |
| YTD | +61.8% | -67.5% | +129.3% | +62.2% |
| 1Y | +71.4% | -78.6% | +149.9% | +77.3% |
| All | +15.6% | -97.6% | +113.2% | +67.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling