+533.2%
XYZ vs SM
+30.1%
+503.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | -0.4% |
| 7D | -1.0% | +0.1% | -1.1% | -1.0% |
| 30D | -1.7% | +26.3% | -28.0% | -5.1% |
| 3M | +16.7% | +8.7% | +8.1% | +14.4% |
| 6M | +26.9% | +51.7% | -24.8% | +17.2% |
| YTD | +27.1% | +99.0% | -71.9% | +12.8% |
| 1Y | +9.3% | +34.6% | -25.3% | +2.2% |
| 3Y | +42.3% | -7.8% | +50.0% | +38.3% |
| 5Y | -69.3% | +104.8% | -174.1% | -73.3% |
| 10Y | +586.8% | +7.2% | +579.6% | +398.3% |
| All | +533.2% | +30.1% | +503.1% | +250.3% |
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