+12.5%
SM vs ARWR
+1,075.6%
-1,063.1%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.4% | +5.0% | +3.8% |
| 7D | -0.2% | +2.9% | -3.0% | -0.6% |
| 30D | +31.5% | -2.9% | +34.4% | +32.0% |
| 3M | +17.3% | +15.2% | +2.1% | +14.3% |
| 6M | +48.5% | +42.3% | +6.2% | +38.9% |
| YTD | +106.3% | +28.2% | +78.1% | +95.1% |
| 1Y | +47.3% | +213.2% | -166.0% | +19.8% |
| 3Y | -1.4% | +184.6% | -186.1% | -23.8% |
| 5Y | +114.0% | +29.2% | +84.8% | +77.7% |
| 10Y | +12.5% | +1,012.5% | -1,000.1% | +11.9% |
| All | +12.5% | +1,075.6% | -1,063.1% | +11.9% |
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