+21.8%
SM vs BR
+1,281.7%
-1,259.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.8% |
| 7D | -0.2% | -5.0% | +4.8% | +3.1% |
| 30D | +20.3% | -2.5% | +22.7% | +21.8% |
| 3M | +22.9% | +13.5% | +9.4% | +11.3% |
| 6M | +47.8% | -9.4% | +57.2% | +54.2% |
| YTD | +107.5% | -23.3% | +130.7% | +139.5% |
| 1Y | +51.7% | -31.6% | +83.3% | +89.0% |
| 3Y | -0.9% | -5.1% | +4.2% | -3.6% |
| 5Y | +112.2% | +8.2% | +104.1% | +82.0% |
| 10Y | +20.3% | +189.8% | -169.5% | -46.3% |
| All | +21.8% | +1,281.7% | -1,259.9% | -83.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling