+7.5%
SMR vs AR
+67.2%
-59.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.1% | -3.4% | -3.4% |
| 7D | +13.1% | -1.2% | +14.3% | +13.6% |
| 30D | +17.8% | +5.5% | +12.2% | +15.0% |
| 3M | +8.1% | +12.9% | -4.8% | +1.2% |
| 6M | -11.1% | +0.1% | -11.2% | -13.5% |
| YTD | -23.7% | +13.5% | -37.2% | -30.9% |
| 1Y | -69.4% | +21.6% | -91.0% | -73.5% |
| 3Y | +82.6% | +46.0% | +36.6% | +55.6% |
| All | +7.5% | +67.2% | -59.7% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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