+103.3%
SM vs PSLV
+154.2%
-51.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | +4.6% | -3.5% | +8.0% | +5.1% |
| 30D | +18.2% | -2.1% | +20.4% | +18.5% |
| 3M | +22.5% | -1.6% | +24.2% | +22.4% |
| 6M | +50.6% | -25.5% | +76.1% | +57.0% |
| YTD | +108.1% | -11.4% | +119.5% | +93.5% |
| 1Y | +46.0% | +48.6% | -2.6% | +9.1% |
| 3Y | +2.9% | +166.9% | -164.0% | -41.5% |
| All | +103.3% | +154.2% | -51.0% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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