+53.4%
T vs SM
-11.5%
+65.0%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.8% | -0.9% |
| 7D | +1.0% | -25.9% | +26.9% | +2.1% |
| 30D | -10.6% | -15.1% | +4.5% | -10.2% |
| 3M | -7.7% | +4.9% | -12.6% | -8.1% |
| 6M | -13.3% | +6.1% | -19.4% | -13.8% |
| YTD | -8.8% | +63.4% | -72.2% | -10.9% |
| 1Y | -8.4% | +72.5% | -80.9% | -10.8% |
| 3Y | +59.6% | -16.9% | +76.5% | +58.5% |
| All | +53.4% | -11.5% | +65.0% | +51.7% |
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