+91.1%
SM vs ALC
+31.8%
+59.3%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +2.0% |
| 7D | -25.9% | +4.9% | -30.8% | -28.4% |
| 30D | -15.1% | +19.0% | -34.1% | -23.6% |
| 3M | +4.9% | +7.8% | -2.9% | -0.6% |
| 6M | +6.1% | +14.6% | -8.4% | -3.7% |
| YTD | +63.4% | -4.4% | +67.9% | +61.6% |
| 1Y | +72.5% | +1.4% | +71.1% | +63.9% |
| 3Y | -16.9% | +2.5% | -19.4% | -25.1% |
| 5Y | -10.6% | -10.9% | +0.2% | -12.9% |
| All | +91.1% | +31.8% | +59.3% | +47.1% |
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