+11.1%
SMR vs ALC
-8.7%
+19.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -2.0% | +17.2% | +15.8% |
| 7D | +21.4% | -3.7% | +25.1% | +22.5% |
| 30D | +13.8% | -3.7% | +17.6% | +14.9% |
| 3M | +3.9% | +4.6% | -0.6% | +1.9% |
| 6M | -4.2% | -14.6% | +10.4% | +0.4% |
| YTD | -21.1% | -11.9% | -9.2% | -18.3% |
| 1Y | -67.1% | -13.1% | -53.9% | -65.9% |
| 3Y | +88.9% | -15.0% | +103.9% | +89.8% |
| All | +11.1% | -8.7% | +19.9% | +6.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling