-16.9%
SM vs ALC
+2.3%
-19.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +1.4% |
| 7D | -25.9% | +4.9% | -30.8% | -26.9% |
| 30D | -15.1% | +19.0% | -34.1% | -19.1% |
| 3M | +4.9% | +7.8% | -2.9% | +2.6% |
| 6M | +6.1% | +14.6% | -8.4% | +1.6% |
| YTD | +63.4% | -4.4% | +67.9% | +64.2% |
| 1Y | +72.5% | +1.4% | +71.1% | +68.7% |
| 3Y | -16.9% | +2.5% | -19.4% | -20.7% |
| All | -16.9% | +2.3% | -19.2% | -20.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling