+484.0%
V vs SM
+18.0%
+466.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +0.9% | +9.4% | -8.5% | +0.1% |
| 30D | +9.0% | -14.4% | +23.3% | +10.1% |
| 3M | +16.7% | +1.6% | +15.2% | +16.0% |
| 6M | +33.4% | +6.3% | +27.1% | +31.5% |
| YTD | +22.4% | +78.8% | -56.4% | +14.6% |
| 1Y | +27.7% | +83.1% | -55.5% | +19.2% |
| 3Y | +78.0% | -5.9% | +83.9% | +73.2% |
| 5Y | +108.5% | +4.8% | +103.7% | +96.6% |
| All | +484.0% | +18.0% | +466.0% | +315.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling