+566.1%
XYZ vs SM
+18.2%
+547.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +5.2% | -9.2% | -4.8% |
| 7D | -2.1% | +10.6% | -12.7% | -3.6% |
| 30D | +7.0% | -15.0% | +22.0% | +8.7% |
| 3M | +5.1% | +1.7% | +3.4% | +3.6% |
| 6M | +14.1% | +5.9% | +8.2% | +10.7% |
| YTD | +26.4% | +79.0% | -52.6% | +12.2% |
| 1Y | +25.1% | +84.7% | -59.6% | +10.3% |
| 3Y | +59.7% | -3.5% | +63.2% | +53.0% |
| 5Y | -63.8% | +4.9% | -68.8% | -66.2% |
| All | +566.1% | +18.2% | +547.9% | +379.7% |
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 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