+1,203.7%
SM vs ARWR
-97.0%
+1,300.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.5% |
| 7D | +0.1% | +1.7% | -1.6% | +0.1% |
| 30D | +26.3% | -0.7% | +27.0% | +26.3% |
| 3M | +8.7% | +14.9% | -6.2% | +8.5% |
| 6M | +51.7% | +32.6% | +19.1% | +51.2% |
| YTD | +99.0% | +30.0% | +69.0% | +98.4% |
| 1Y | +34.6% | +208.4% | -173.8% | +33.1% |
| 3Y | -7.8% | +208.8% | -216.6% | -9.0% |
| 5Y | +104.8% | +27.8% | +77.0% | +102.9% |
| 10Y | +7.2% | +1,107.6% | -1,100.3% | +4.7% |
| All | +1,203.7% | -97.0% | +1,300.7% | +1,202.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling