+42.2%
SM vs ADVB
-88.3%
+130.5%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.5% |
| 7D | +0.1% | -3.8% | +3.9% | +0.2% |
| 30D | +26.3% | +17.6% | +8.7% | +25.0% |
| 3M | +8.7% | +119.1% | -110.5% | +2.9% |
| 6M | +51.7% | +103.4% | -51.7% | +40.8% |
| YTD | +99.0% | +59.8% | +39.2% | +87.3% |
| 1Y | +34.6% | +8.5% | +26.0% | +28.8% |
| All | +42.2% | -88.3% | +130.5% | +93.6% |
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