+111.9%
SM vs BR
+7.6%
+104.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | -0.2% | -5.0% | +4.8% | +1.7% |
| 30D | +20.3% | -2.5% | +22.7% | +21.2% |
| 3M | +22.9% | +13.5% | +9.4% | +16.0% |
| 6M | +47.8% | -9.4% | +57.2% | +53.3% |
| YTD | +107.5% | -23.3% | +130.7% | +131.9% |
| 1Y | +51.7% | -31.6% | +83.3% | +79.5% |
| 3Y | -0.9% | -5.1% | +4.2% | -1.5% |
| All | +111.9% | +7.6% | +104.3% | +96.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling