+13.2%
F vs SMR
+11.2%
+1.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +15.3% | -19.5% | -5.4% |
| 7D | +1.2% | +21.4% | -20.2% | -0.5% |
| 30D | +1.2% | +13.8% | -12.6% | -0.1% |
| 3M | -5.7% | +3.9% | -9.6% | -6.6% |
| 6M | +17.9% | -4.2% | +22.1% | +16.6% |
| YTD | +10.4% | -21.1% | +31.5% | +10.0% |
| 1Y | +25.3% | -67.1% | +92.4% | +31.3% |
| 3Y | +37.5% | +88.9% | -51.4% | +3.6% |
| All | +13.2% | +11.2% | +1.9% | -9.6% |
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