+68.5%
UBER vs SM
+121.5%
-53.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -1.8% |
| 7D | +5.2% | -19.5% | +24.7% | +8.2% |
| 30D | -2.0% | -20.2% | +18.2% | +0.7% |
| 3M | -10.2% | -6.5% | -3.7% | -10.2% |
| 6M | -7.2% | +1.6% | -8.7% | -9.0% |
| YTD | -14.3% | +61.2% | -75.5% | -22.9% |
| 1Y | -25.6% | +65.4% | -90.9% | -33.5% |
| 3Y | +35.8% | -13.0% | +48.8% | +30.7% |
| 5Y | +61.5% | -4.3% | +65.8% | +47.3% |
| All | +68.5% | +121.5% | -53.0% | -3.7% |
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