-52.1%
SMR vs ALLE
+78.1%
-130.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.5% | -7.3% | -7.5% |
| 7D | +10.3% | +1.6% | +8.7% | +9.3% |
| 30D | -25.7% | +24.1% | -49.8% | -34.8% |
| 3M | -49.7% | +14.8% | -64.6% | -53.8% |
| 6M | -59.8% | +45.9% | -105.7% | -68.2% |
| YTD | -66.0% | +20.7% | -86.7% | -69.9% |
| 1Y | -81.4% | +14.2% | -95.6% | -83.0% |
| 3Y | +130.6% | +90.7% | +39.9% | +55.0% |
| All | -52.1% | +78.1% | -130.2% | -67.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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