-52.1%
SMR vs ALB
-48.2%
-3.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -1.2% | -6.7% | -7.4% |
| 7D | +10.3% | -3.6% | +13.9% | +12.1% |
| 30D | -25.7% | -2.9% | -22.9% | -25.1% |
| 3M | -49.7% | -25.8% | -23.9% | -43.2% |
| 6M | -59.8% | -53.6% | -6.3% | -45.3% |
| YTD | -66.0% | -32.4% | -33.6% | -61.3% |
| 1Y | -81.4% | -13.0% | -68.4% | -81.2% |
| 3Y | +130.6% | -15.0% | +145.6% | +114.8% |
| All | -52.1% | -48.2% | -3.8% | -44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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