+4.6%
SM vs PSLV
+115.4%
-110.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.7% | +4.4% | +3.8% |
| 7D | -0.2% | +2.7% | -2.8% | -0.8% |
| 30D | +31.5% | +3.5% | +28.1% | +30.3% |
| 3M | +17.3% | +0.3% | +17.1% | +16.3% |
| 6M | +48.5% | -21.0% | +69.5% | +53.6% |
| YTD | +106.3% | -8.9% | +115.2% | +94.9% |
| 1Y | +47.3% | +54.0% | -6.7% | +15.1% |
| 3Y | -1.4% | +175.4% | -176.9% | -37.7% |
| 5Y | +114.0% | +157.7% | -43.6% | +36.7% |
| 10Y | +12.5% | +184.9% | -172.4% | -32.4% |
| All | +4.6% | +115.4% | -110.8% | -36.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling