+15.6%
SM vs ARWR
+1,009.4%
-993.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -4.5% | +9.6% | +5.8% |
| 7D | +10.6% | -17.9% | +28.5% | +13.6% |
| 30D | -15.0% | -18.9% | +3.9% | -12.7% |
| 3M | +1.7% | -46.0% | +47.6% | +10.3% |
| 6M | +5.9% | -40.3% | +46.2% | +12.3% |
| YTD | +79.0% | -29.0% | +108.0% | +82.9% |
| 1Y | +84.7% | +13.8% | +70.8% | +73.5% |
| 3Y | -3.5% | +74.9% | -78.3% | -20.7% |
| 5Y | +4.9% | -36.2% | +41.2% | -4.4% |
| All | +15.6% | +1,009.4% | -993.8% | +12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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