-0.9%
Z vs SM
+6.6%
-7.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.5% | +0.4% | -1.8% |
| 7D | -3.0% | +0.1% | -3.1% | -3.0% |
| 30D | -4.2% | +26.3% | -30.5% | -6.8% |
| 3M | -3.7% | +8.7% | -12.4% | -5.2% |
| 6M | -24.5% | +51.7% | -76.2% | -29.1% |
| YTD | -49.3% | +99.0% | -148.3% | -54.1% |
| 1Y | -58.7% | +34.6% | -93.3% | -60.9% |
| 3Y | -34.1% | -7.8% | -26.4% | -36.0% |
| 5Y | -64.5% | +104.8% | -169.3% | -69.0% |
| All | -0.9% | +6.6% | -7.6% | -32.4% |
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