+202.8%
TER vs SM
+107.8%
+95.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.5% | +8.0% | +6.0% |
| 7D | +0.6% | +0.1% | +0.5% | +0.5% |
| 30D | -8.3% | +26.3% | -34.6% | -12.4% |
| 3M | -12.2% | +8.7% | -20.9% | -14.2% |
| 6M | +17.1% | +51.7% | -34.6% | +3.0% |
| YTD | +84.7% | +99.0% | -14.4% | +50.5% |
| 1Y | +199.9% | +34.6% | +165.3% | +169.5% |
| 3Y | +232.8% | -7.8% | +240.5% | +213.3% |
| All | +202.8% | +107.8% | +95.0% | +141.9% |
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