+113.7%
B vs SMR
+7.6%
+106.1%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.3% | +4.4% | +1.4% |
| 7D | +1.0% | +13.1% | -12.0% | -0.1% |
| 30D | +9.5% | +17.8% | -8.3% | +7.8% |
| 3M | +14.3% | +8.1% | +6.2% | +13.0% |
| 6M | -1.9% | -11.1% | +9.2% | -2.1% |
| YTD | +4.1% | -23.7% | +27.8% | +4.6% |
| 1Y | +56.1% | -69.4% | +125.5% | +64.4% |
| 3Y | +202.0% | +82.6% | +119.4% | +159.8% |
| All | +113.7% | +7.6% | +106.1% | +98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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