+7.7%
V vs SM
+37.6%
-29.9%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | -1.0% |
| 7D | -1.7% | +0.1% | -1.8% | -1.7% |
| 30D | +2.0% | +26.3% | -24.3% | +2.3% |
| 3M | +17.4% | +8.7% | +8.7% | +17.6% |
| 6M | +17.5% | +51.7% | -34.2% | +18.2% |
| YTD | +7.6% | +99.0% | -91.5% | +9.6% |
| 1Y | +7.7% | +34.6% | -26.9% | +10.0% |
| All | +7.7% | +37.6% | -29.9% | +10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling