-56.3%
Z vs SM
-11.5%
-44.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.0% | -3.4% | -2.6% |
| 7D | -4.6% | -25.9% | +21.3% | -0.6% |
| 30D | +8.3% | -15.1% | +23.4% | +10.2% |
| 3M | -11.6% | +4.9% | -16.5% | -13.7% |
| 6M | -33.6% | +6.1% | -39.8% | -36.1% |
| YTD | -56.7% | +63.4% | -120.1% | -62.8% |
| 1Y | -59.1% | +72.5% | -131.6% | -65.4% |
| 3Y | -20.4% | -16.9% | -3.5% | -23.4% |
| All | -56.3% | -11.5% | -44.8% | -59.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling