-15.6%
Z vs SM
+18.0%
-33.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.6% | +3.5% |
| 7D | +0.8% | +9.4% | -8.5% | -0.2% |
| 30D | +5.2% | -14.4% | +19.6% | +6.5% |
| 3M | -17.0% | +1.6% | -18.6% | -17.8% |
| 6M | -22.7% | +6.3% | -29.0% | -24.3% |
| YTD | -56.3% | +78.8% | -135.1% | -60.3% |
| 1Y | -57.7% | +83.1% | -140.8% | -61.6% |
| 3Y | -16.5% | -5.9% | -10.6% | -19.4% |
| 5Y | -53.4% | +4.8% | -58.2% | -56.6% |
| All | -15.6% | +18.0% | -33.6% | -43.6% |
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