+3.0%
SM vs ALM
+2,040.7%
-2,037.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -7.2% | +8.7% | +1.7% |
| 7D | -19.5% | -6.3% | -13.2% | -19.3% |
| 30D | -20.2% | -31.4% | +11.2% | -19.2% |
| 3M | -6.5% | -40.6% | +34.1% | -5.0% |
| 6M | +1.6% | -58.6% | +60.2% | +4.2% |
| YTD | +61.2% | -7.6% | +68.9% | +57.4% |
| 1Y | +65.4% | +13.8% | +51.5% | +59.2% |
| 3Y | -13.0% | +842.1% | -855.2% | -28.3% |
| 5Y | -4.3% | +407.4% | -411.7% | -20.0% |
| 10Y | +3.0% | +2,079.4% | -2,076.4% | +0.2% |
| All | +3.0% | +2,040.7% | -2,037.7% | +0.2% |
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