-73.3%
U vs SM
+5.5%
-78.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.1% | +5.4% | +5.3% |
| 7D | +2.6% | +9.4% | -6.8% | +0.7% |
| 30D | +27.6% | -14.4% | +41.9% | +30.3% |
| 3M | +15.3% | +1.6% | +13.8% | +13.0% |
| 6M | +96.4% | +6.3% | +90.0% | +87.1% |
| YTD | +19.6% | +78.8% | -59.2% | -4.4% |
| 1Y | +42.1% | +83.1% | -41.0% | +12.4% |
| 3Y | +87.5% | -5.9% | +93.4% | +70.5% |
| All | -73.3% | +5.5% | -78.8% | -77.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling