-50.3%
TEAM vs SM
+107.8%
-158.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.5% | -0.1% | -2.2% |
| 7D | -0.4% | +0.1% | -0.5% | -0.5% |
| 30D | +67.3% | +26.3% | +41.0% | +60.1% |
| 3M | +86.8% | +8.7% | +78.1% | +82.3% |
| 6M | +146.8% | +51.7% | +95.1% | +123.0% |
| YTD | +16.9% | +99.0% | -82.1% | -1.1% |
| 1Y | +12.8% | +34.6% | -21.8% | +3.3% |
| 3Y | -7.3% | -7.8% | +0.5% | -12.2% |
| All | -50.3% | +107.8% | -158.2% | -54.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling