+63.0%
SM vs ARWR
+20.5%
+42.5%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -15.3% | +12.6% | -3.3% |
| 7D | -22.3% | -17.3% | -4.9% | -22.8% |
| 30D | -21.4% | -21.5% | +0.2% | -22.0% |
| 3M | +1.4% | -43.8% | +45.2% | -0.4% |
| 6M | +0.1% | -32.3% | +32.4% | -0.9% |
| YTD | +59.0% | -25.8% | +84.8% | +58.0% |
| All | +63.0% | +20.5% | +42.5% | +55.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling