+19.9%
SM vs BR
+189.7%
-169.8%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | 0.0% |
| 7D | +4.6% | -3.0% | +7.5% | +6.4% |
| 30D | +18.2% | -0.3% | +18.5% | +18.0% |
| 3M | +22.5% | +17.3% | +5.2% | +9.5% |
| 6M | +50.6% | -6.7% | +57.3% | +54.4% |
| YTD | +108.1% | -23.4% | +131.6% | +141.0% |
| 1Y | +46.0% | -32.7% | +78.7% | +84.3% |
| 3Y | +2.9% | -5.9% | +8.8% | +0.5% |
| 5Y | +112.6% | +8.4% | +104.2% | +81.2% |
| All | +19.9% | +189.7% | -169.8% | -12.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling