+1.2%
F vs SMR
-45.9%
+47.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +7.1% | -6.4% | +0.1% |
| 7D | -0.6% | +1.7% | -2.3% | -1.0% |
| 30D | +2.9% | -24.4% | +27.3% | +4.8% |
| 3M | -9.5% | -44.6% | +35.1% | -6.0% |
| 6M | +4.0% | -56.7% | +60.7% | +9.4% |
| YTD | -1.3% | -61.6% | +60.3% | +3.5% |
| 1Y | -1.9% | -82.1% | +80.1% | +8.5% |
| 3Y | +53.5% | +161.5% | -108.1% | +3.3% |
| All | +1.2% | -45.9% | +47.1% | -15.0% |
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