+148.8%
C vs SMR
-52.0%
+200.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.8% | +7.7% | +0.5% |
| 7D | +4.7% | +10.3% | -5.6% | +3.7% |
| 30D | +0.2% | -25.7% | +25.9% | +2.4% |
| 3M | -9.3% | -49.7% | +40.4% | -4.8% |
| 6M | -0.8% | -59.8% | +59.0% | +5.2% |
| YTD | +8.5% | -66.0% | +74.5% | +15.3% |
| 1Y | +23.1% | -81.4% | +104.5% | +36.3% |
| 3Y | +220.8% | +130.6% | +90.2% | +151.8% |
| All | +148.8% | -52.0% | +200.8% | +133.0% |
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