+77.6%
V vs SM
-20.0%
+97.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | 0.0% |
| 7D | +2.2% | -25.9% | +28.1% | +3.9% |
| 30D | +13.6% | -15.1% | +28.7% | +14.3% |
| 3M | +14.3% | +4.9% | +9.4% | +13.1% |
| 6M | +33.1% | +6.1% | +27.0% | +30.8% |
| YTD | +21.2% | +63.4% | -42.2% | +13.7% |
| 1Y | +26.4% | +72.5% | -46.0% | +17.6% |
| 3Y | +77.6% | -16.9% | +94.5% | +74.9% |
| All | +77.6% | -20.0% | +97.6% | +74.9% |
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