+599.5%
XYZ vs SM
+8.2%
+591.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.6% |
| 7D | +12.1% | -25.9% | +38.1% | +16.4% |
| 30D | +12.4% | -15.1% | +27.5% | +14.2% |
| 3M | +8.2% | +4.9% | +3.3% | +6.1% |
| 6M | +20.7% | +6.1% | +14.5% | +17.0% |
| YTD | +31.3% | +63.4% | -32.1% | +18.2% |
| 1Y | +20.5% | +72.5% | -52.0% | +7.3% |
| 3Y | +72.6% | -16.9% | +89.5% | +68.9% |
| 5Y | -64.0% | -10.6% | -53.3% | -65.7% |
| All | +599.5% | +8.2% | +591.3% | +404.0% |
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