-2.6%
F vs SMR
-53.6%
+51.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.3% | +3.4% | +0.3% |
| 7D | -3.1% | -8.3% | +5.2% | -2.5% |
| 30D | 0.0% | -20.1% | +20.1% | +1.5% |
| 3M | -13.2% | -52.7% | +39.5% | -8.7% |
| 6M | -10.2% | -61.0% | +50.8% | -4.7% |
| YTD | -4.9% | -67.1% | +62.2% | +0.9% |
| 1Y | -6.1% | -79.9% | +73.8% | +3.1% |
| 3Y | +46.0% | +101.7% | -55.8% | +1.3% |
| All | -2.6% | -53.6% | +51.1% | -17.1% |
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