+10,002.9%
TER vs SM
+1,608.3%
+8,394.6%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.5% | +8.0% | +5.9% |
| 7D | +0.6% | +0.1% | +0.5% | +0.5% |
| 30D | -8.3% | +26.3% | -34.6% | -12.3% |
| 3M | -12.2% | +8.7% | -20.9% | -14.5% |
| 6M | +17.1% | +51.7% | -34.6% | +5.2% |
| YTD | +84.7% | +99.0% | -14.4% | +57.1% |
| 1Y | +199.9% | +34.6% | +165.3% | +173.2% |
| 3Y | +232.8% | -7.8% | +240.5% | +217.7% |
| 5Y | +198.6% | +104.8% | +93.8% | +135.9% |
| 10Y | +1,669.7% | +7.2% | +1,662.5% | +942.9% |
| All | +10,002.9% | +1,608.3% | +8,394.6% | +2,702.2% |
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