+8.6%
V vs SM
+46.7%
-38.2%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.6% | -5.3% | -1.6% |
| 7D | -1.1% | -0.2% | -0.9% | -1.1% |
| 30D | +1.9% | +31.5% | -29.6% | +2.5% |
| 3M | +15.5% | +17.3% | -1.8% | +15.9% |
| 6M | +16.6% | +48.5% | -31.9% | +17.6% |
| YTD | +5.7% | +106.3% | -100.5% | +8.6% |
| 1Y | +8.6% | +47.3% | -38.7% | +11.0% |
| All | +8.6% | +46.7% | -38.2% | +11.0% |
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