-16.9%
SM vs ARWR
+105.6%
-122.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.8% |
| 7D | -25.9% | -2.9% | -23.0% | -25.7% |
| 30D | -15.1% | -5.4% | -9.7% | -14.7% |
| 3M | +4.9% | -32.2% | +37.1% | +9.6% |
| 6M | +6.1% | -26.5% | +32.7% | +8.9% |
| YTD | +63.4% | -12.4% | +75.8% | +61.7% |
| 1Y | +72.5% | +46.9% | +25.6% | +53.7% |
| 3Y | -16.9% | +116.0% | -132.9% | -38.7% |
| All | -16.9% | +105.6% | -122.5% | -38.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling