+163.6%
W vs SM
-44.2%
+207.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.5% | +5.0% | +2.8% |
| 7D | -4.2% | +0.1% | -4.3% | -4.2% |
| 30D | -7.6% | +26.3% | -33.9% | -10.5% |
| 3M | +37.2% | +8.7% | +28.5% | +34.1% |
| 6M | +26.3% | +51.7% | -25.4% | +16.6% |
| YTD | -1.0% | +99.0% | -100.0% | -12.3% |
| 1Y | +20.1% | +34.6% | -14.5% | +11.7% |
| 3Y | +37.8% | -7.8% | +45.5% | +34.0% |
| 5Y | -63.7% | +104.8% | -168.4% | -68.0% |
| 10Y | +156.3% | +7.2% | +149.1% | +89.0% |
| All | +163.6% | -44.2% | +207.8% | +86.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling