-14.4%
SMR vs A
+16.1%
-30.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +2.7% | -18.3% | -16.9% |
| 7D | -11.2% | -2.6% | -8.6% | -10.4% |
| 30D | -10.2% | -0.9% | -9.3% | -10.0% |
| 3M | -10.0% | +13.6% | -23.7% | -15.8% |
| 6M | -30.5% | +27.8% | -58.3% | -39.1% |
| YTD | -39.2% | +8.6% | -47.9% | -42.2% |
| 1Y | -75.5% | +16.9% | -92.4% | -77.6% |
| 3Y | +45.4% | +32.9% | +12.5% | +26.8% |
| All | -14.4% | +16.1% | -30.5% | -23.1% |
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