+3,686.8%
SO vs SM
+1,608.3%
+2,078.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.4% |
| 3M | -3.0% | +8.7% | -11.7% | -3.4% |
| 6M | -8.3% | +51.7% | -59.9% | -9.8% |
| YTD | +3.5% | +99.0% | -95.5% | +0.8% |
| 1Y | -0.9% | +34.6% | -35.5% | -2.4% |
| 3Y | +45.4% | -7.8% | +53.1% | +44.0% |
| 5Y | +59.6% | +104.8% | -45.2% | +51.8% |
| 10Y | +156.6% | +7.2% | +149.4% | +129.1% |
| All | +3,686.8% | +1,608.3% | +2,078.5% | +2,680.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling