-6.5%
U vs SM
+46.0%
-52.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.4% |
| 7D | +4.4% | -0.2% | +4.6% | +4.3% |
| 30D | -1.3% | +20.3% | -21.6% | +3.2% |
| 3M | +49.6% | +22.9% | +26.7% | +59.0% |
| 6M | +100.2% | +47.8% | +52.4% | +121.2% |
| YTD | -3.7% | +107.5% | -111.1% | +14.4% |
| 1Y | -6.5% | +51.7% | -58.2% | +6.0% |
| All | -6.5% | +46.0% | -52.5% | +6.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling