+199.9%
TER vs SM
+37.6%
+162.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.5% | +8.0% | +5.0% |
| 7D | +0.6% | +0.1% | +0.5% | +0.7% |
| 30D | -8.3% | +26.3% | -34.6% | -3.9% |
| 3M | -12.2% | +8.7% | -20.9% | -8.6% |
| 6M | +17.1% | +51.7% | -34.6% | +21.3% |
| YTD | +84.7% | +99.0% | -14.4% | +83.2% |
| 1Y | +199.9% | +34.6% | +165.3% | +230.5% |
| All | +199.9% | +37.6% | +162.4% | +230.5% |
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