-24.8%
U vs SM
+1,422.9%
-1,447.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.6% | +0.2% |
| 7D | +32.3% | -22.3% | +54.6% | +35.9% |
| 30D | +9.7% | -21.4% | +31.1% | +12.3% |
| 3M | +19.6% | +1.4% | +18.2% | +18.1% |
| 6M | +82.6% | +0.1% | +82.5% | +78.6% |
| YTD | +16.4% | +59.0% | -42.5% | +4.2% |
| 1Y | +28.5% | +64.3% | -35.9% | +14.1% |
| 3Y | +103.8% | -13.1% | +116.9% | +95.6% |
| 5Y | -70.0% | -13.9% | -56.2% | -71.4% |
| All | -24.8% | +1,422.9% | -1,447.7% | -16.2% |
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 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