-2.5%
TEAM vs SM
+46.0%
-48.6%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.2% | +0.8% |
| 7D | -4.7% | -0.2% | -4.4% | -4.6% |
| 30D | +17.0% | +20.3% | -3.3% | +17.8% |
| 3M | +85.9% | +22.9% | +63.0% | +86.0% |
| 6M | +116.7% | +47.8% | +68.8% | +117.3% |
| YTD | +9.6% | +107.5% | -97.8% | +12.7% |
| 1Y | -2.5% | +51.7% | -54.3% | -2.9% |
| All | -2.5% | +46.0% | -48.6% | -2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling