+475.3%
GE vs SMR
-14.3%
+489.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -15.7% | +15.5% | +1.2% |
| 7D | -4.0% | -11.2% | +7.2% | -3.2% |
| 30D | -11.4% | -10.2% | -1.2% | -11.0% |
| 3M | -2.6% | -10.0% | +7.4% | -2.6% |
| 6M | -0.3% | -30.5% | +30.1% | +0.9% |
| YTD | +5.4% | -39.2% | +44.6% | +7.1% |
| 1Y | +15.5% | -75.5% | +91.1% | +24.6% |
| 3Y | +260.8% | +45.4% | +215.3% | +215.0% |
| All | +475.3% | -14.3% | +489.7% | +433.3% |
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