+65.4%
SM vs ARWR
+20.0%
+45.4%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.4% |
| 7D | -19.5% | -17.7% | -1.8% | -20.0% |
| 30D | -20.2% | -21.9% | +1.7% | -20.9% |
| 3M | -6.5% | -44.5% | +38.0% | -8.2% |
| 6M | +1.6% | -32.6% | +34.1% | +0.5% |
| YTD | +61.2% | -26.2% | +87.4% | +60.2% |
| 1Y | +65.4% | +23.0% | +42.4% | +58.0% |
| All | +65.4% | +20.0% | +45.4% | +58.0% |
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