+107.8%
NET vs SMR
-56.5%
+164.3%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -14.8% | +6.5% | -6.3% |
| 7D | -21.2% | -26.2% | +5.0% | -18.0% |
| 30D | -31.1% | -45.5% | +14.4% | -25.6% |
| 3M | -16.5% | -53.4% | +36.9% | -8.6% |
| 6M | 0.0% | -63.2% | +63.2% | +11.6% |
| YTD | +24.0% | -69.2% | +93.2% | +38.5% |
| 1Y | +7.0% | -88.5% | +95.5% | +33.9% |
| 3Y | +279.6% | +26.7% | +252.9% | +207.4% |
| All | +107.8% | -56.5% | +164.3% | +94.0% |
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