+76.2%
UBER vs SM
+119.2%
-43.1%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -11.4% |
| 3M | +1.0% | +22.9% | -21.9% | -2.6% |
| 6M | -3.7% | +47.8% | -51.6% | -10.8% |
| YTD | -13.0% | +107.5% | -120.5% | -24.3% |
| 1Y | -25.5% | +51.7% | -77.3% | -31.9% |
| 3Y | +50.5% | -0.9% | +51.3% | +43.2% |
| 5Y | +76.2% | +112.2% | -36.1% | +61.8% |
| All | +76.2% | +119.2% | -43.1% | +61.8% |
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