+243.6%
W vs SM
+4.9%
+238.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.7% | +7.3% | +4.9% |
| 7D | +3.3% | -22.3% | +25.6% | +6.3% |
| 30D | +10.5% | -21.4% | +31.9% | +13.4% |
| 3M | +9.6% | +1.4% | +8.3% | +8.3% |
| 6M | +76.4% | +0.1% | +76.3% | +71.9% |
| YTD | +16.4% | +59.0% | -42.6% | +4.4% |
| 1Y | +9.3% | +64.3% | -55.0% | -2.6% |
| 3Y | +172.8% | -13.1% | +185.9% | +165.8% |
| 5Y | -53.4% | -13.9% | -39.5% | -55.3% |
| 10Y | +243.6% | +1.7% | +242.0% | +170.1% |
| All | +243.6% | +4.9% | +238.7% | +170.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling