+82.2%
UBER vs SM
+173.4%
-91.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.3% | +0.1% |
| 7D | -3.9% | +0.1% | -4.0% | -3.9% |
| 30D | +11.1% | +26.3% | -15.2% | +7.1% |
| 3M | +4.9% | +8.7% | -3.8% | +2.8% |
| 6M | -1.2% | +51.7% | -52.8% | -8.9% |
| YTD | -7.3% | +99.0% | -106.3% | -18.5% |
| 1Y | -17.6% | +34.6% | -52.2% | -23.4% |
| 3Y | +61.1% | -7.8% | +68.8% | +54.7% |
| 5Y | +87.9% | +104.8% | -16.9% | +52.7% |
| All | +82.2% | +173.4% | -91.2% | +1.8% |
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 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