+56.4%
V vs SM
-7.7%
+64.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | -0.8% |
| 7D | -1.7% | +0.1% | -1.8% | -1.7% |
| 30D | +2.0% | +26.3% | -24.3% | +0.2% |
| 3M | +17.4% | +8.7% | +8.7% | +16.4% |
| 6M | +17.5% | +51.7% | -34.2% | +12.7% |
| YTD | +7.6% | +99.0% | -91.5% | +0.4% |
| 1Y | +7.7% | +34.6% | -26.9% | +4.7% |
| All | +56.4% | -7.7% | +64.1% | +51.3% |
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