-53.7%
SMR vs A
+37.6%
-91.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.5% | -3.9% | -3.6% |
| 7D | -8.3% | -0.5% | -7.8% | -7.9% |
| 30D | -20.1% | 0.0% | -20.0% | -19.6% |
| 3M | -52.7% | +16.7% | -69.4% | -56.0% |
| 6M | -61.0% | +54.8% | -115.9% | -68.8% |
| YTD | -67.1% | +28.8% | -95.9% | -71.1% |
| 1Y | -79.9% | +19.3% | -99.2% | -81.6% |
| 3Y | +101.7% | +65.5% | +36.2% | +60.3% |
| All | -53.7% | +37.6% | -91.3% | -61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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