+88.5%
SM vs ALC
+30.3%
+58.3%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.4% | +2.9% | +2.2% |
| 7D | -19.5% | +2.3% | -21.8% | -21.1% |
| 30D | -20.2% | +15.5% | -35.7% | -27.1% |
| 3M | -6.5% | +0.6% | -7.1% | -8.1% |
| 6M | +1.6% | +18.4% | -16.8% | -9.5% |
| YTD | +61.2% | -5.6% | +66.8% | +60.3% |
| 1Y | +65.4% | 0.0% | +65.3% | +58.2% |
| 3Y | -13.0% | +2.8% | -15.8% | -22.0% |
| 5Y | -4.3% | -8.8% | +4.5% | -9.0% |
| All | +88.5% | +30.3% | +58.3% | +45.9% |
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