+194.9%
SO vs SM
+4.2%
+190.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.4% | +0.1% |
| 7D | -0.1% | -19.5% | +19.4% | +0.2% |
| 30D | +8.7% | -20.2% | +28.9% | +9.1% |
| 3M | +3.4% | -6.5% | +9.9% | +3.4% |
| 6M | +3.7% | +1.6% | +2.2% | +3.5% |
| YTD | +10.0% | +61.2% | -51.2% | +8.8% |
| 1Y | +6.6% | +65.4% | -58.8% | +5.3% |
| 3Y | +52.5% | -13.0% | +65.5% | +51.8% |
| 5Y | +76.1% | -4.3% | +80.3% | +74.1% |
| 10Y | +194.9% | +3.0% | +191.9% | +162.3% |
| All | +194.9% | +4.2% | +190.7% | +162.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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