+19.9%
SM vs BG
+166.7%
-146.8%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +1.3% |
| 7D | +4.6% | +3.1% | +1.4% | +1.9% |
| 30D | +18.2% | +10.2% | +8.0% | +8.7% |
| 3M | +22.5% | -1.7% | +24.2% | +23.3% |
| 6M | +50.6% | +1.0% | +49.6% | +47.5% |
| YTD | +108.1% | +39.9% | +68.2% | +53.7% |
| 1Y | +46.0% | +53.2% | -7.2% | -2.5% |
| 3Y | +2.9% | +16.3% | -13.4% | -15.7% |
| 5Y | +112.6% | +83.9% | +28.7% | +9.0% |
| All | +19.9% | +166.7% | -146.8% | -55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 10y: compounded portfolio wealth divided by compounded BG 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…
10y analysis · Full analysis span regression · 6 months rolling