+88.9%
SMR vs ALC
-15.5%
+104.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -2.0% | +17.2% | +15.9% |
| 7D | +21.4% | -3.7% | +25.1% | +22.8% |
| 30D | +13.8% | -3.7% | +17.6% | +15.2% |
| 3M | +3.9% | +4.6% | -0.6% | +1.3% |
| 6M | -4.2% | -14.6% | +10.4% | +2.4% |
| YTD | -21.1% | -11.9% | -9.2% | -17.1% |
| 1Y | -67.1% | -13.1% | -53.9% | -65.4% |
| 3Y | +88.9% | -15.0% | +103.9% | +76.5% |
| All | +88.9% | -15.5% | +104.4% | +76.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling