-48.0%
SMR vs COMP
+35.9%
-83.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.5% | -0.4% |
| 7D | +1.9% | +2.2% | -0.2% | +1.9% |
| 30D | -21.9% | +16.3% | -38.3% | -24.2% |
| 3M | -47.1% | -19.1% | -28.0% | -44.8% |
| 6M | -60.6% | +17.1% | -77.8% | -62.0% |
| YTD | -63.1% | -2.9% | -60.2% | -63.2% |
| 1Y | -80.4% | +8.8% | -89.2% | -80.8% |
| 3Y | +150.2% | +423.5% | -273.2% | +92.4% |
| All | -48.0% | +35.9% | -83.9% | -58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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