-63.1%
W vs SM
+107.8%
-171.0%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.5% | +5.0% | +3.2% |
| 7D | -4.2% | +0.1% | -4.3% | -4.3% |
| 30D | -7.6% | +26.3% | -33.9% | -13.3% |
| 3M | +37.2% | +8.7% | +28.5% | +31.3% |
| 6M | +26.3% | +51.7% | -25.4% | +4.7% |
| YTD | -1.0% | +99.0% | -100.0% | -26.3% |
| 1Y | +20.1% | +34.6% | -14.5% | +1.9% |
| 3Y | +37.8% | -7.8% | +45.5% | +27.1% |
| All | -63.1% | +107.8% | -171.0% | -72.6% |
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