+11.1%
SMR vs ALM
+1,083.5%
-1,072.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +8.8% | +6.4% | +13.7% |
| 7D | +21.4% | +8.4% | +13.0% | +19.8% |
| 30D | +13.8% | +34.8% | -21.0% | +8.0% |
| 3M | +3.9% | +16.2% | -12.3% | +0.8% |
| 6M | -4.2% | +2.1% | -6.3% | -5.4% |
| YTD | -21.1% | +117.0% | -138.1% | -27.7% |
| 1Y | -67.1% | +313.9% | -380.9% | -71.0% |
| 3Y | +88.9% | +2,327.9% | -2,239.1% | +54.4% |
| All | +11.1% | +1,083.5% | -1,072.4% | -5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling