+45.2%
UBER vs SM
-1.2%
+46.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.6% | -3.4% | -2.9% |
| 7D | -7.0% | -0.2% | -6.8% | -7.0% |
| 30D | -8.9% | +20.3% | -29.2% | -10.6% |
| 3M | +1.0% | +22.9% | -21.9% | -1.6% |
| 6M | -3.7% | +47.8% | -51.6% | -9.3% |
| YTD | -13.0% | +107.5% | -120.5% | -22.7% |
| 1Y | -25.5% | +51.7% | -77.3% | -30.5% |
| All | +45.2% | -1.2% | +46.4% | +41.6% |
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 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