-45.9%
SMR vs ALLE
+78.5%
-124.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.8% | +4.3% | +5.5% |
| 7D | +1.7% | -0.6% | +2.3% | +2.2% |
| 30D | -24.4% | +26.6% | -51.1% | -34.5% |
| 3M | -44.6% | +13.2% | -57.8% | -48.6% |
| 6M | -56.7% | +42.9% | -99.5% | -65.3% |
| YTD | -61.6% | +21.0% | -82.6% | -66.1% |
| 1Y | -82.1% | +15.2% | -97.2% | -83.7% |
| 3Y | +161.5% | +95.6% | +65.9% | +73.6% |
| All | -45.9% | +78.5% | -124.4% | -63.3% |
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