+1.5%
SMR vs ALC
-12.1%
+13.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.7% | -2.8% | -4.8% |
| 7D | +4.7% | -7.7% | +12.4% | +6.9% |
| 30D | +3.2% | -11.7% | +14.9% | +6.7% |
| 3M | +9.9% | +0.7% | +9.2% | +8.9% |
| 6M | -15.1% | -17.1% | +2.0% | -10.4% |
| YTD | -27.9% | -15.1% | -12.8% | -24.6% |
| 1Y | -70.2% | -14.1% | -56.1% | -69.2% |
| 3Y | +72.5% | -18.2% | +90.6% | +75.1% |
| All | +1.5% | -12.1% | +13.6% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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