+72.5%
SM vs ARWR
+44.4%
+28.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +1.0% |
| 7D | -25.9% | -2.9% | -23.0% | -26.0% |
| 30D | -15.1% | -5.4% | -9.7% | -15.2% |
| 3M | +4.9% | -32.2% | +37.1% | +3.7% |
| 6M | +6.1% | -26.5% | +32.7% | +5.4% |
| YTD | +63.4% | -12.4% | +75.8% | +63.4% |
| 1Y | +72.5% | +46.9% | +25.6% | +63.7% |
| All | +72.5% | +44.4% | +28.0% | +63.7% |
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