-69.4%
U vs SM
+107.8%
-177.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | -0.5% |
| 7D | -3.8% | +0.1% | -3.9% | -3.9% |
| 30D | +17.5% | +26.3% | -8.9% | +11.6% |
| 3M | +38.7% | +8.7% | +30.1% | +34.6% |
| 6M | +104.4% | +51.7% | +52.7% | +79.2% |
| YTD | -5.7% | +99.0% | -104.7% | -24.2% |
| 1Y | +3.7% | +34.6% | -30.9% | -7.8% |
| 3Y | +12.3% | -7.8% | +20.1% | +5.5% |
| All | -69.4% | +107.8% | -177.3% | -75.4% |
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