-53.7%
SMR vs AG
+21.9%
-75.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.4% | -0.9% | -2.3% |
| 7D | -8.3% | -10.0% | +1.7% | -4.0% |
| 30D | -20.1% | -10.5% | -9.6% | -16.3% |
| 3M | -52.7% | -27.3% | -25.4% | -46.0% |
| 6M | -61.0% | -43.0% | -18.1% | -51.3% |
| YTD | -67.1% | -17.9% | -49.2% | -64.9% |
| 1Y | -79.9% | +11.9% | -91.8% | -80.9% |
| 3Y | +101.7% | +201.8% | -100.1% | +32.6% |
| All | -53.7% | +21.9% | -75.6% | -64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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