+71.6%
SM vs ALM
+44.8%
+26.8%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.3% | +1.2% | -16.4% | -15.2% |
| 7D | -21.5% | -6.4% | -15.1% | -21.8% |
| 30D | -11.4% | -35.0% | +23.6% | -13.8% |
| 3M | +0.6% | -33.8% | +34.4% | -1.3% |
| 6M | +0.2% | -55.0% | +55.3% | -2.3% |
| YTD | +69.7% | -0.2% | +69.9% | +69.1% |
| 1Y | +71.6% | +41.8% | +29.8% | +73.4% |
| All | +71.6% | +44.8% | +26.8% | +73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling