+34.8%
SM vs TENB
+22.6%
+12.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.1% |
| 7D | +9.4% | -3.3% | +12.6% | +10.2% |
| 30D | -14.4% | +6.9% | -21.3% | -16.5% |
| 3M | +1.6% | +1.8% | -0.3% | -0.9% |
| 6M | +6.3% | +98.1% | -91.7% | -17.6% |
| YTD | +78.8% | +73.2% | +5.6% | +41.8% |
| 1Y | +83.1% | +50.7% | +32.5% | +51.9% |
| 3Y | -5.9% | +9.3% | -15.2% | -15.0% |
| 5Y | +4.8% | -25.1% | +29.9% | -1.5% |
| All | +34.8% | +22.6% | +12.2% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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