+34.6%
SM vs BR
-29.1%
+63.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.4% | +0.9% | -2.3% |
| 7D | +0.1% | -5.3% | +5.4% | +0.4% |
| 30D | +26.3% | +6.4% | +19.9% | +26.1% |
| 3M | +8.7% | +13.6% | -5.0% | +8.7% |
| 6M | +51.7% | -6.7% | +58.4% | +50.4% |
| YTD | +99.0% | -21.1% | +120.1% | +97.3% |
| 1Y | +34.6% | -29.6% | +64.2% | +20.0% |
| All | +34.6% | -29.1% | +63.7% | +20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 1y: compounded portfolio wealth divided by compounded BR 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…
1y analysis · Full analysis span regression · 6 months rolling