+63.0%
SM vs ALM
+21.0%
+42.0%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +8.1% | -10.8% | -2.2% |
| 7D | -22.3% | +0.7% | -23.0% | -22.2% |
| 30D | -21.4% | -26.1% | +4.7% | -22.9% |
| 3M | +1.4% | -38.1% | +39.5% | -1.2% |
| 6M | +0.1% | -55.4% | +55.5% | -2.8% |
| YTD | +59.0% | -0.4% | +59.4% | +61.1% |
| All | +63.0% | +21.0% | +42.0% | +71.5% |
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 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