+88.9%
SMR vs AG
+272.3%
-183.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -1.0% | +16.3% | +15.8% |
| 7D | +21.4% | +4.5% | +16.9% | +18.7% |
| 30D | +13.8% | +12.9% | +1.0% | +7.0% |
| 3M | +3.9% | +20.9% | -17.0% | -6.0% |
| 6M | -4.2% | -19.5% | +15.3% | +4.1% |
| YTD | -21.1% | +24.8% | -45.9% | -31.8% |
| 1Y | -67.1% | +120.2% | -187.3% | -78.5% |
| 3Y | +88.9% | +279.0% | -190.2% | -13.6% |
| All | +88.9% | +272.3% | -183.4% | -13.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling