-37.5%
U vs SM
+1,876.1%
-1,913.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.6% | -1.0% | +2.1% |
| 7D | +4.5% | -0.2% | +4.6% | +4.5% |
| 30D | -0.6% | +31.5% | -32.1% | -4.3% |
| 3M | +48.4% | +17.3% | +31.1% | +44.1% |
| 6M | +115.4% | +48.5% | +66.8% | +99.7% |
| YTD | -3.2% | +106.3% | -109.5% | -15.5% |
| 1Y | -6.0% | +47.3% | -53.3% | -13.7% |
| 3Y | +13.5% | -1.4% | +14.9% | +8.1% |
| 5Y | -68.0% | +114.0% | -182.1% | -70.7% |
| All | -37.5% | +1,876.1% | -1,913.6% | -32.1% |
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