-33.2%
SM vs ALM
+7,705.7%
-7,738.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -2.5% |
| 7D | +0.1% | -2.6% | +2.7% | +0.1% |
| 30D | +26.3% | +32.0% | -5.7% | +26.3% |
| 3M | +8.7% | -15.0% | +23.7% | +8.7% |
| 6M | +51.7% | -10.1% | +61.8% | +51.7% |
| YTD | +99.0% | +99.4% | -0.4% | +98.8% |
| 1Y | +34.6% | +316.4% | -281.8% | +34.2% |
| 3Y | -7.8% | +2,022.0% | -2,029.7% | -8.2% |
| 5Y | +104.8% | +941.2% | -836.4% | +103.7% |
| 10Y | +7.2% | +2,950.3% | -2,943.1% | +7.1% |
| All | -33.2% | +7,705.7% | -7,738.9% | -32.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling