-11.4%
TEAM vs SM
-20.0%
+8.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | +1.0% | -17.1% | -16.3% |
| 7D | -19.8% | -25.9% | +6.1% | -16.2% |
| 30D | -21.5% | -15.1% | -6.4% | -19.9% |
| 3M | +39.5% | +4.9% | +34.6% | +37.2% |
| 6M | +73.1% | +6.1% | +66.9% | +67.4% |
| YTD | -5.2% | +63.4% | -68.7% | -17.8% |
| 1Y | -1.6% | +72.5% | -74.0% | -16.1% |
| 3Y | -11.4% | -16.9% | +5.4% | -20.1% |
| All | -11.4% | -20.0% | +8.6% | -20.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling