-12.1%
SM vs ALM
+396.4%
-408.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.2% | +0.9% |
| 7D | -25.9% | -6.7% | -19.2% | -25.8% |
| 30D | -15.1% | -32.9% | +17.8% | -14.2% |
| 3M | +4.9% | -39.5% | +44.4% | +6.2% |
| 6M | +6.1% | -62.0% | +68.1% | +9.0% |
| YTD | +63.4% | -7.8% | +71.3% | +57.9% |
| 1Y | +72.5% | +26.7% | +45.8% | +62.8% |
| 3Y | -16.9% | +825.4% | -842.3% | -37.0% |
| All | -12.1% | +396.4% | -408.5% | -30.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling