+141.5%
W vs SM
+12.3%
+129.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.6% | -3.1% | +0.1% |
| 7D | +6.5% | -0.2% | +6.6% | +6.5% |
| 30D | -6.2% | +31.5% | -37.7% | -9.8% |
| 3M | +48.9% | +17.3% | +31.5% | +43.9% |
| 6M | +31.2% | +48.5% | -17.3% | +20.9% |
| YTD | -0.4% | +106.3% | -106.7% | -13.0% |
| 1Y | +14.8% | +47.3% | -32.5% | +5.0% |
| 3Y | +40.5% | -1.4% | +41.9% | +35.1% |
| 5Y | -62.1% | +114.0% | -176.2% | -67.0% |
| 10Y | +141.5% | +12.5% | +129.0% | +84.3% |
| All | +141.5% | +12.3% | +129.2% | +84.3% |
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 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