+69.5%
SMR vs AS
+137.8%
-68.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.8% | -2.2% | -3.3% |
| 7D | -2.8% | +4.5% | -7.3% | -4.3% |
| 30D | -27.5% | +13.2% | -40.7% | -31.0% |
| 3M | -43.1% | -11.9% | -31.2% | -40.6% |
| 6M | -58.4% | -11.6% | -46.8% | -56.7% |
| YTD | -63.2% | -14.7% | -48.5% | -61.3% |
| 1Y | -81.6% | +5.7% | -87.3% | -82.2% |
| All | +69.5% | +137.8% | -68.3% | +33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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