-14.4%
SMR vs AGI
+400.3%
-414.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +0.7% | -16.4% | -16.0% |
| 7D | -11.2% | -2.7% | -8.5% | -10.1% |
| 30D | -10.2% | +7.2% | -17.5% | -13.3% |
| 3M | -10.0% | +4.3% | -14.3% | -12.7% |
| 6M | -30.5% | -27.1% | -3.4% | -20.2% |
| YTD | -39.2% | -6.6% | -32.6% | -38.4% |
| 1Y | -75.5% | +9.5% | -85.0% | -76.8% |
| 3Y | +45.4% | +208.4% | -163.0% | -10.6% |
| All | -14.4% | +400.3% | -414.7% | -51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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