+47.4%
TER vs SM
+84.2%
-36.8%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.1% | -5.3% | -5.4% |
| 7D | +14.4% | +9.4% | +5.0% | +16.1% |
| 30D | -30.6% | -14.4% | -16.2% | -32.9% |
| 3M | -39.2% | +1.6% | -40.7% | -38.1% |
| 6M | -31.3% | +6.3% | -37.6% | -26.9% |
| YTD | +29.1% | +78.8% | -49.7% | +33.4% |
| 1Y | +47.4% | +83.1% | -35.7% | +51.6% |
| All | +47.4% | +84.2% | -36.8% | +51.6% |
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 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