-39.0%
U vs SM
+1,807.1%
-1,846.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | -0.7% |
| 7D | -3.8% | +0.1% | -3.9% | -3.9% |
| 30D | +17.5% | +26.3% | -8.9% | +13.7% |
| 3M | +38.7% | +8.7% | +30.1% | +36.1% |
| 6M | +104.4% | +51.7% | +52.7% | +88.7% |
| YTD | -5.7% | +99.0% | -104.7% | -17.3% |
| 1Y | +3.7% | +34.6% | -30.9% | -3.5% |
| 3Y | +12.3% | -7.8% | +20.1% | +7.9% |
| 5Y | -68.8% | +104.8% | -173.6% | -71.3% |
| All | -39.0% | +1,807.1% | -1,846.1% | -33.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling