+108.3%
V vs SM
+5.5%
+102.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +0.9% | +9.4% | -8.5% | 0.0% |
| 30D | +9.0% | -14.4% | +23.3% | +10.3% |
| 3M | +16.7% | +1.6% | +15.2% | +15.8% |
| 6M | +33.4% | +6.3% | +27.1% | +30.9% |
| YTD | +22.4% | +78.8% | -56.4% | +12.0% |
| 1Y | +27.7% | +83.1% | -55.5% | +16.3% |
| 3Y | +78.0% | -5.9% | +83.9% | +71.2% |
| All | +108.3% | +5.5% | +102.8% | +90.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling