+106.1%
SM vs ALC
-16.0%
+122.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.2% | -0.3% | -1.7% |
| 7D | +0.1% | -2.1% | +2.2% | +0.9% |
| 30D | +26.3% | -0.1% | +26.4% | +26.3% |
| 3M | +8.7% | +5.9% | +2.8% | +6.0% |
| 6M | +51.7% | -15.9% | +67.6% | +60.6% |
| YTD | +99.0% | -10.1% | +109.2% | +104.2% |
| 1Y | +34.6% | -10.2% | +44.8% | +37.7% |
| 3Y | -7.8% | -13.6% | +5.8% | -6.0% |
| All | +106.1% | -16.0% | +122.1% | +120.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling