+475.2%
TEAM vs SM
+12.3%
+462.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +3.6% | -10.6% | -7.2% |
| 7D | -5.7% | -0.2% | -5.5% | -5.7% |
| 30D | +18.3% | +31.5% | -13.2% | +16.1% |
| 3M | +80.2% | +17.3% | +62.9% | +77.7% |
| 6M | +111.0% | +48.5% | +62.5% | +104.1% |
| YTD | +8.8% | +106.3% | -97.5% | +2.6% |
| 1Y | +2.2% | +47.3% | -45.1% | -1.6% |
| 3Y | -14.6% | -1.4% | -13.2% | -16.4% |
| 5Y | -53.8% | +114.0% | -167.8% | -56.5% |
| 10Y | +475.2% | +12.5% | +462.7% | +440.2% |
| All | +475.2% | +12.3% | +462.9% | +440.2% |
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