+15.2%
SM vs ADVB
-97.4%
+112.5%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.9% | -1.5% | +1.3% |
| 7D | -19.5% | -4.1% | -15.4% | -19.3% |
| 30D | -20.2% | -60.3% | +40.0% | -17.4% |
| 3M | -6.5% | -73.3% | +66.8% | -1.7% |
| 6M | +1.6% | -65.9% | +67.5% | +3.6% |
| YTD | +61.2% | -63.9% | +125.1% | +60.8% |
| 1Y | +65.4% | -74.1% | +139.5% | +69.2% |
| All | +15.2% | -97.4% | +112.5% | +66.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling