+78.2%
U vs SM
-3.8%
+82.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.2% | -4.1% | +0.7% |
| 7D | +2.8% | +10.6% | -7.8% | +2.1% |
| 30D | +7.6% | -15.0% | +22.6% | +8.8% |
| 3M | +12.7% | +1.7% | +11.0% | +11.4% |
| 6M | +87.0% | +5.9% | +81.1% | +82.1% |
| YTD | +13.6% | +79.0% | -65.4% | -3.8% |
| 1Y | +25.3% | +84.7% | -59.4% | +4.8% |
| All | +78.2% | -3.8% | +82.0% | +50.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling