+62.5%
T vs SM
+18.0%
+44.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +2.5% | +9.4% | -6.8% | +2.0% |
| 30D | -3.8% | -14.4% | +10.6% | -3.1% |
| 3M | -8.7% | +1.6% | -10.3% | -9.1% |
| 6M | -8.1% | +6.3% | -14.5% | -8.9% |
| YTD | -6.4% | +78.8% | -85.2% | -10.1% |
| 1Y | -9.8% | +83.1% | -92.9% | -13.5% |
| 3Y | +65.5% | -5.9% | +71.4% | +62.5% |
| 5Y | +57.0% | +4.8% | +52.1% | +50.4% |
| All | +62.5% | +18.0% | +44.5% | +27.5% |
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