-5.8%
SM vs ALC
+1.2%
-6.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.9% | +6.0% | +5.3% |
| 7D | +10.6% | -6.2% | +16.8% | +11.9% |
| 30D | -15.0% | +14.0% | -29.0% | -18.3% |
| 3M | +1.7% | -2.4% | +4.1% | +1.8% |
| 6M | +5.9% | +12.6% | -6.8% | +1.4% |
| YTD | +79.0% | -8.4% | +87.4% | +81.2% |
| 1Y | +84.7% | -9.1% | +93.8% | +87.4% |
| All | -5.8% | +1.2% | -6.9% | -10.7% |
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