+59.8%
SO vs SM
+107.8%
-48.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | -0.7% |
| 7D | -0.2% | +0.1% | -0.3% | -0.2% |
| 30D | -4.6% | +26.3% | -30.9% | -4.9% |
| 3M | -3.0% | +8.7% | -11.7% | -3.2% |
| 6M | -8.3% | +51.7% | -59.9% | -9.0% |
| YTD | +3.5% | +99.0% | -95.5% | +2.1% |
| 1Y | -0.9% | +34.6% | -35.5% | -1.6% |
| 3Y | +45.4% | -7.8% | +53.1% | +44.9% |
| All | +59.8% | +107.8% | -48.0% | +56.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling