+142.6%
SM vs ALC
+20.4%
+122.2%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +1.1% |
| 7D | -0.2% | -5.3% | +5.0% | +2.7% |
| 30D | +20.3% | -7.1% | +27.4% | +24.9% |
| 3M | +22.9% | +0.8% | +22.1% | +21.6% |
| 6M | +47.8% | -16.0% | +63.8% | +59.7% |
| YTD | +107.5% | -12.7% | +120.2% | +117.9% |
| 1Y | +51.7% | -12.8% | +64.6% | +58.8% |
| 3Y | -0.9% | -15.8% | +15.0% | +1.9% |
| 5Y | +112.2% | -16.7% | +128.9% | +114.9% |
| All | +142.6% | +20.4% | +122.2% | +98.4% |
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