-53.7%
SMR vs CI
+36.8%
-90.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.6% | -3.3% |
| 7D | -8.3% | +1.2% | -9.4% | -8.2% |
| 30D | -20.1% | +2.6% | -22.6% | -20.0% |
| 3M | -52.7% | +7.4% | -60.1% | -52.6% |
| 6M | -61.0% | -0.1% | -60.9% | -60.9% |
| YTD | -67.1% | +9.7% | -76.9% | -67.1% |
| 1Y | -79.9% | +12.1% | -92.0% | -79.9% |
| 3Y | +101.7% | +7.0% | +94.7% | +98.3% |
| All | -53.7% | +36.8% | -90.5% | -56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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