+634.6%
XYZ vs SM
+4.2%
+630.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.4% | -4.8% | -3.6% |
| 7D | +12.6% | -19.5% | +32.1% | +15.5% |
| 30D | +10.8% | -20.2% | +31.0% | +13.6% |
| 3M | +8.4% | -6.5% | +14.9% | +8.2% |
| 6M | +14.3% | +1.6% | +12.8% | +11.5% |
| YTD | +31.5% | +61.2% | -29.8% | +18.5% |
| 1Y | +28.1% | +65.4% | -37.2% | +14.8% |
| 3Y | +66.2% | -13.0% | +79.2% | +61.6% |
| 5Y | -62.3% | -4.3% | -58.1% | -64.3% |
| 10Y | +634.6% | +3.0% | +631.6% | +438.5% |
| All | +634.6% | +4.2% | +630.4% | +438.5% |
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