+305.0%
SM vs BG
+1,131.5%
-826.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -1.8% |
| 7D | +0.1% | +2.8% | -2.7% | -1.6% |
| 30D | +26.3% | +12.0% | +14.3% | +17.7% |
| 3M | +8.7% | -7.7% | +16.4% | +13.8% |
| 6M | +51.7% | +4.5% | +47.2% | +46.7% |
| YTD | +99.0% | +35.7% | +63.4% | +63.5% |
| 1Y | +34.6% | +50.1% | -15.5% | +2.2% |
| 3Y | -7.8% | +12.6% | -20.4% | -17.8% |
| 5Y | +104.8% | +75.4% | +29.4% | +39.6% |
| 10Y | +7.2% | +150.5% | -143.2% | -36.9% |
| All | +305.0% | +1,131.5% | -826.5% | +98.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling