+51.3%
SMR vs AS
+123.4%
-72.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -3.0% |
| 7D | -8.3% | -4.9% | -3.4% | -6.3% |
| 30D | -20.1% | +3.9% | -24.0% | -21.2% |
| 3M | -52.7% | -9.6% | -43.1% | -51.0% |
| 6M | -61.0% | -8.7% | -52.4% | -60.0% |
| YTD | -67.1% | -19.8% | -47.3% | -64.5% |
| 1Y | -79.9% | -1.5% | -78.3% | -79.9% |
| All | +51.3% | +123.4% | -72.1% | +22.6% |
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