+12.5%
SM vs ALM
+3,219.4%
-3,207.0%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +8.8% | -5.2% | +3.3% |
| 7D | -0.2% | +8.4% | -8.6% | -0.5% |
| 30D | +31.5% | +34.8% | -3.3% | +30.0% |
| 3M | +17.3% | +16.2% | +1.1% | +16.2% |
| 6M | +48.5% | +2.1% | +46.4% | +46.7% |
| YTD | +106.3% | +117.0% | -10.8% | +95.8% |
| 1Y | +47.3% | +313.9% | -266.6% | +34.5% |
| 3Y | -1.4% | +2,327.9% | -2,329.4% | -21.4% |
| 5Y | +114.0% | +1,040.6% | -926.6% | +75.0% |
| 10Y | +12.5% | +3,219.4% | -3,207.0% | -2.5% |
| All | +12.5% | +3,219.4% | -3,207.0% | -2.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling