+1.5%
SMR vs AGI
+396.9%
-395.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -3.3% | -2.2% | -3.9% |
| 7D | +4.7% | -5.3% | +10.0% | +7.4% |
| 30D | +3.2% | +6.8% | -3.5% | 0.0% |
| 3M | +9.9% | +8.3% | +1.6% | +4.7% |
| 6M | -15.1% | -29.2% | +14.1% | -1.3% |
| YTD | -27.9% | -7.3% | -20.7% | -26.7% |
| 1Y | -70.2% | +8.0% | -78.3% | -71.6% |
| 3Y | +72.5% | +206.6% | -134.1% | +6.5% |
| All | +1.5% | +396.9% | -395.4% | -42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling