+1.5%
SMR vs AU
+399.2%
-397.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -4.3% | -1.3% | -3.8% |
| 7D | +4.7% | -7.0% | +11.7% | +7.9% |
| 30D | +3.2% | +7.3% | -4.0% | +0.1% |
| 3M | +9.9% | +33.2% | -23.3% | -2.8% |
| 6M | -15.1% | -0.6% | -14.5% | -16.0% |
| YTD | -27.9% | +26.2% | -54.1% | -35.4% |
| 1Y | -70.2% | +68.3% | -138.5% | -76.0% |
| 3Y | +72.5% | +592.1% | -519.6% | -19.3% |
| All | +1.5% | +399.2% | -397.7% | -50.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling