+51.7%
SM vs ALM
+312.4%
-260.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.1% | +4.7% | +0.4% |
| 7D | -0.2% | +3.6% | -3.8% | -0.1% |
| 30D | +20.3% | +33.8% | -13.5% | +22.0% |
| 3M | +22.9% | +14.8% | +8.1% | +24.6% |
| 6M | +47.8% | -7.0% | +54.8% | +50.6% |
| YTD | +107.5% | +108.1% | -0.6% | +104.5% |
| 1Y | +51.7% | +313.8% | -262.0% | +55.7% |
| All | +51.7% | +312.4% | -260.6% | +55.7% |
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