-14.4%
SMR vs AU
+401.8%
-416.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +0.5% | -16.2% | -15.9% |
| 7D | -11.2% | -4.3% | -7.0% | -9.7% |
| 30D | -10.2% | +7.3% | -17.5% | -13.0% |
| 3M | -10.0% | +26.3% | -36.4% | -18.7% |
| 6M | -30.5% | +1.8% | -32.2% | -31.8% |
| YTD | -39.2% | +26.8% | -66.0% | -45.6% |
| 1Y | -75.5% | +66.7% | -142.2% | -80.2% |
| 3Y | +45.4% | +579.1% | -533.6% | -31.8% |
| All | -14.4% | +401.8% | -416.2% | -58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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