+441.0%
TEAM vs SM
+4.2%
+436.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.4% | -5.5% | -4.2% |
| 7D | -22.2% | -19.5% | -2.7% | -21.2% |
| 30D | -28.1% | -20.2% | -7.9% | -27.2% |
| 3M | -2.2% | -6.5% | +4.4% | -2.0% |
| 6M | +62.2% | +1.6% | +60.7% | +61.0% |
| YTD | -8.4% | +61.2% | -69.6% | -12.2% |
| 1Y | -6.6% | +65.4% | -72.0% | -10.8% |
| 3Y | -15.7% | -13.0% | -2.7% | -16.8% |
| 5Y | -65.7% | -4.3% | -61.5% | -66.6% |
| 10Y | +441.0% | +3.0% | +437.9% | +393.2% |
| All | +441.0% | +4.2% | +436.8% | +393.2% |
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