+11.1%
SMR vs ALLE
+45.7%
-34.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -0.7% | +15.9% | +15.7% |
| 7D | +21.4% | +2.8% | +18.6% | +19.3% |
| 30D | +13.8% | -7.6% | +21.5% | +19.7% |
| 3M | +3.9% | +22.8% | -18.9% | -8.8% |
| 6M | -4.2% | +4.6% | -8.8% | -6.9% |
| YTD | -21.1% | -1.2% | -19.9% | -21.1% |
| 1Y | -67.1% | -9.1% | -57.9% | -65.4% |
| 3Y | +88.9% | +50.0% | +38.9% | +46.4% |
| All | +11.1% | +45.7% | -34.5% | -14.6% |
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