+85.9%
SM vs ALC
+32.2%
+53.7%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -3.0% | -2.9% |
| 7D | -22.3% | +2.1% | -24.3% | -23.7% |
| 30D | -21.4% | +17.2% | -38.6% | -28.6% |
| 3M | +1.4% | +4.6% | -3.3% | -2.3% |
| 6M | +0.1% | +20.1% | -20.0% | -11.4% |
| YTD | +59.0% | -4.2% | +63.1% | +56.9% |
| 1Y | +64.3% | +2.1% | +62.3% | +55.5% |
| 3Y | -13.1% | +4.5% | -17.6% | -22.7% |
| 5Y | -13.9% | -12.3% | -1.5% | -14.8% |
| All | +85.9% | +32.2% | +53.7% | +42.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling