+71.6%
SM vs ALC
+4.2%
+67.4%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.3% | +6.8% | -22.1% | -14.1% |
| 7D | -21.5% | +10.7% | -32.2% | -20.3% |
| 30D | -11.4% | +20.2% | -31.6% | -9.9% |
| 3M | +0.6% | +8.9% | -8.3% | +2.3% |
| 6M | +0.2% | +5.7% | -5.5% | +3.1% |
| YTD | +69.7% | -1.4% | +71.1% | +71.5% |
| 1Y | +71.6% | +4.7% | +66.8% | +75.1% |
| All | +71.6% | +4.2% | +67.4% | +75.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · 6 months rolling