+4.2%
SM vs ARWR
-34.9%
+39.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.5% | -0.3% |
| 7D | +9.4% | -17.8% | +27.2% | +12.2% |
| 30D | -14.4% | -18.1% | +3.8% | -12.2% |
| 3M | +1.6% | -44.2% | +45.7% | +9.5% |
| 6M | +6.3% | -38.6% | +45.0% | +12.2% |
| YTD | +78.8% | -28.0% | +106.8% | +81.7% |
| 1Y | +83.1% | +16.1% | +67.0% | +69.1% |
| 3Y | -5.9% | +84.0% | -89.9% | -27.2% |
| All | +4.2% | -34.9% | +39.1% | -8.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling