+637.6%
TEAM vs SM
+39.3%
+598.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.5% | +1.0% |
| 7D | -17.2% | -22.3% | +5.1% | -15.8% |
| 30D | -25.1% | -21.4% | -3.7% | -23.9% |
| 3M | +3.9% | +1.4% | +2.6% | +3.5% |
| 6M | +69.1% | +0.1% | +69.0% | +68.0% |
| YTD | -4.5% | +59.0% | -63.4% | -8.7% |
| 1Y | -1.9% | +64.3% | -66.2% | -6.5% |
| 3Y | -9.3% | -13.1% | +3.8% | -10.5% |
| 5Y | -65.2% | -13.9% | -51.3% | -66.0% |
| 10Y | +467.0% | +1.7% | +465.3% | +412.5% |
| All | +637.6% | +39.3% | +598.3% | +505.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling