+56.5%
SMR vs AS
+125.3%
-68.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -2.9% | -5.0% | -6.7% |
| 7D | +10.3% | -3.6% | +13.9% | +12.1% |
| 30D | -25.7% | +3.4% | -29.1% | -26.6% |
| 3M | -49.7% | -8.6% | -41.1% | -48.2% |
| 6M | -59.8% | -10.0% | -49.8% | -58.5% |
| YTD | -66.0% | -19.2% | -46.8% | -63.4% |
| 1Y | -81.4% | -3.8% | -77.6% | -81.3% |
| All | +56.5% | +125.3% | -68.8% | +26.3% |
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