+71.6%
SM vs BR
-14.2%
+85.8%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.3% | +3.0% | -18.3% | -15.3% |
| 7D | -21.5% | +7.0% | -28.4% | -21.7% |
| 30D | -11.4% | +19.0% | -30.4% | -12.5% |
| 3M | +0.6% | +13.1% | -12.5% | -0.3% |
| 6M | +0.2% | +24.6% | -24.4% | -0.9% |
| YTD | +69.7% | -13.6% | +83.3% | +80.5% |
| 1Y | +71.6% | -13.1% | +84.7% | +82.9% |
| All | +71.6% | -14.2% | +85.8% | +82.9% |
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