+1.7%
SM vs ALM
+2,221.4%
-2,219.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +8.1% | -10.8% | -3.0% |
| 7D | -22.3% | +0.7% | -23.0% | -22.3% |
| 30D | -21.4% | -26.1% | +4.7% | -20.6% |
| 3M | +1.4% | -38.1% | +39.5% | +2.8% |
| 6M | +0.1% | -55.4% | +55.5% | +2.4% |
| YTD | +59.0% | -0.4% | +59.4% | +54.8% |
| 1Y | +64.3% | +25.4% | +39.0% | +57.7% |
| 3Y | -13.1% | +907.8% | -920.9% | -28.5% |
| 5Y | -13.9% | +440.2% | -454.0% | -28.1% |
| 10Y | +1.7% | +2,031.1% | -2,029.5% | -4.5% |
| All | +1.7% | +2,221.4% | -2,219.7% | -4.5% |
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