+75.7%
V vs SM
-3.8%
+79.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +11.0% | -11.6% | -1.2% |
| 7D | -0.4% | +10.6% | -11.0% | -1.0% |
| 30D | +6.3% | -15.0% | +21.3% | +7.1% |
| 3M | +17.2% | +1.7% | +15.5% | +16.4% |
| 6M | +29.2% | +5.9% | +23.4% | +27.4% |
| YTD | +20.8% | +79.0% | -58.2% | +12.6% |
| 1Y | +25.0% | +84.7% | -59.7% | +15.9% |
| All | +75.7% | -3.8% | +79.5% | +71.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling