+2.5%
SM vs BG
+19.0%
-16.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.8% |
| 7D | -0.2% | +0.5% | -0.7% | -0.5% |
| 30D | +20.3% | +10.3% | +10.0% | +14.0% |
| 3M | +22.9% | -1.9% | +24.8% | +23.9% |
| 6M | +47.8% | +5.2% | +42.6% | +43.5% |
| YTD | +107.5% | +41.2% | +66.3% | +72.7% |
| 1Y | +51.7% | +50.5% | +1.2% | +20.8% |
| All | +2.5% | +19.0% | -16.5% | -7.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling