+142.0%
W vs SM
-20.0%
+162.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.6% |
| 7D | -3.6% | -25.9% | +22.3% | +1.7% |
| 30D | +7.0% | -15.1% | +22.1% | +9.3% |
| 3M | +7.4% | +4.9% | +2.5% | +3.3% |
| 6M | +69.3% | +6.1% | +63.2% | +55.1% |
| YTD | +11.3% | +63.4% | -52.1% | -21.4% |
| 1Y | +13.2% | +72.5% | -59.3% | -23.3% |
| 3Y | +142.0% | -16.9% | +158.9% | +96.8% |
| All | +142.0% | -20.0% | +162.1% | +96.8% |
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