-55.9%
W vs SM
+5.5%
-61.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | +0.2% | +9.4% | -9.2% | -2.1% |
| 30D | +6.8% | -14.4% | +21.2% | +9.7% |
| 3M | +10.7% | +1.6% | +9.1% | +7.9% |
| 6M | +86.3% | +6.3% | +80.0% | +73.6% |
| YTD | +11.5% | +78.8% | -67.3% | -17.5% |
| 1Y | +5.1% | +83.1% | -78.0% | -23.5% |
| 3Y | +171.0% | -5.9% | +176.9% | +143.8% |
| All | -55.9% | +5.5% | -61.3% | -62.8% |
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 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