+132.7%
SM vs ALC
+24.0%
+108.7%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.2% | -0.3% | -1.3% |
| 7D | +0.1% | -2.1% | +2.2% | +1.3% |
| 30D | +26.3% | -0.1% | +26.4% | +26.3% |
| 3M | +8.7% | +5.9% | +2.8% | +4.5% |
| 6M | +51.7% | -15.9% | +67.6% | +64.0% |
| YTD | +99.0% | -10.1% | +109.2% | +105.9% |
| 1Y | +34.6% | -10.2% | +44.8% | +38.6% |
| 3Y | -7.8% | -13.6% | +5.8% | -6.5% |
| 5Y | +104.8% | -15.1% | +119.9% | +106.2% |
| All | +132.7% | +24.0% | +108.7% | +87.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling