+3,310.4%
V vs SM
-3.2%
+3,313.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.1% |
| 7D | +2.2% | -25.9% | +28.1% | +5.4% |
| 30D | +13.6% | -15.1% | +28.7% | +15.3% |
| 3M | +14.3% | +4.9% | +9.4% | +12.9% |
| 6M | +33.1% | +6.1% | +27.0% | +30.6% |
| YTD | +21.2% | +63.4% | -42.2% | +12.5% |
| 1Y | +26.4% | +72.5% | -46.0% | +16.4% |
| 3Y | +77.6% | -16.9% | +94.5% | +73.7% |
| 5Y | +102.6% | -10.6% | +113.2% | +90.3% |
| 10Y | +464.4% | +11.3% | +453.1% | +292.2% |
| All | +3,310.4% | -3.2% | +3,313.6% | +1,781.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling