+7.5%
SMR vs ALM
+1,034.6%
-1,027.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.1% | +0.8% | -2.6% |
| 7D | +13.1% | +3.6% | +9.5% | +12.5% |
| 30D | +17.8% | +33.8% | -16.0% | +11.8% |
| 3M | +8.1% | +14.8% | -6.7% | +5.1% |
| 6M | -11.1% | -7.0% | -4.1% | -11.0% |
| YTD | -23.7% | +108.1% | -131.8% | -29.6% |
| 1Y | -69.4% | +313.8% | -383.2% | -72.9% |
| 3Y | +82.6% | +2,227.6% | -2,145.0% | +50.4% |
| All | +7.5% | +1,034.6% | -1,027.2% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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