+6,074.8%
TER vs SM
+1,302.7%
+4,772.2%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.0% | +1.6% | +2.4% |
| 7D | -20.5% | -25.9% | +5.4% | -16.0% |
| 30D | -47.0% | -15.1% | -31.9% | -45.5% |
| 3M | -43.3% | +4.9% | -48.1% | -44.2% |
| 6M | -42.9% | +6.1% | -49.0% | -44.7% |
| YTD | +12.9% | +63.4% | -50.6% | -1.0% |
| 1Y | +18.2% | +72.5% | -54.3% | +2.3% |
| 3Y | +151.8% | -16.9% | +168.7% | +144.2% |
| 5Y | +54.2% | -10.6% | +64.9% | +41.8% |
| 10Y | +908.2% | +11.3% | +896.9% | +482.9% |
| All | +6,074.8% | +1,302.7% | +4,772.2% | +1,665.0% |
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