-0.7%
F vs SMR
-48.1%
+47.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.0% | +2.1% | -1.6% |
| 7D | -0.2% | -2.8% | +2.5% | -0.2% |
| 30D | +0.9% | -27.5% | +28.4% | +3.1% |
| 3M | -11.3% | -43.1% | +31.8% | -8.1% |
| 6M | +2.0% | -58.4% | +60.4% | +7.7% |
| YTD | -3.2% | -63.2% | +60.0% | +1.9% |
| 1Y | -3.5% | -81.6% | +78.2% | +6.6% |
| 3Y | +48.1% | +149.8% | -101.7% | 0.0% |
| All | -0.7% | -48.1% | +47.3% | -16.3% |
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