+70.0%
UBER vs SM
+133.8%
-63.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.6% | -4.7% | +0.1% |
| 7D | +1.2% | +0.3% | +0.8% | +1.1% |
| 30D | -1.1% | -17.3% | +16.2% | +1.1% |
| 3M | -10.0% | -3.6% | -6.4% | -10.4% |
| 6M | -7.2% | +2.9% | -10.1% | -9.1% |
| YTD | -13.5% | +70.2% | -83.7% | -22.8% |
| 1Y | -24.5% | +66.5% | -91.0% | -32.5% |
| 3Y | +37.0% | -8.2% | +45.2% | +30.8% |
| 5Y | +63.3% | -1.5% | +64.8% | +48.4% |
| All | +70.0% | +133.8% | -63.8% | -3.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling