+7.5%
SMR vs CG
+9.6%
-2.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.0% | +0.7% | -0.6% |
| 7D | +13.1% | -6.4% | +19.5% | +18.0% |
| 30D | +17.8% | -7.1% | +24.8% | +23.6% |
| 3M | +8.1% | -1.6% | +9.7% | +8.5% |
| 6M | -11.1% | -8.3% | -2.8% | -5.8% |
| YTD | -23.7% | -23.8% | +0.1% | -8.0% |
| 1Y | -69.4% | -28.7% | -40.7% | -61.5% |
| 3Y | +82.6% | +49.2% | +33.4% | +62.9% |
| All | +7.5% | +9.6% | -2.1% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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