+1,157.3%
T vs SM
+1,302.7%
-145.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.8% | -0.9% |
| 7D | +1.0% | -25.9% | +26.9% | +3.1% |
| 30D | -10.6% | -15.1% | +4.5% | -9.7% |
| 3M | -7.7% | +4.9% | -12.6% | -8.4% |
| 6M | -13.3% | +6.1% | -19.4% | -14.2% |
| YTD | -8.8% | +63.4% | -72.2% | -12.9% |
| 1Y | -8.4% | +72.5% | -80.9% | -13.0% |
| 3Y | +59.6% | -16.9% | +76.5% | +57.2% |
| 5Y | +52.1% | -10.6% | +62.7% | +45.4% |
| 10Y | +56.9% | +11.3% | +45.6% | +22.8% |
| All | +1,157.3% | +1,302.7% | -145.3% | +655.6% |
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