+995.4%
TER vs SM
+18.0%
+977.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.1% | -5.3% | -5.4% |
| 7D | +14.4% | +9.4% | +5.0% | +13.1% |
| 30D | -30.6% | -14.4% | -16.2% | -29.4% |
| 3M | -39.2% | +1.6% | -40.7% | -39.6% |
| 6M | -31.3% | +6.3% | -37.6% | -32.6% |
| YTD | +29.1% | +78.8% | -49.7% | +16.8% |
| 1Y | +47.4% | +83.1% | -35.7% | +32.8% |
| 3Y | +191.2% | -5.9% | +197.1% | +181.2% |
| 5Y | +74.0% | +4.8% | +69.2% | +62.7% |
| All | +995.4% | +18.0% | +977.4% | +683.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling