-53.7%
SMR vs COMP
+35.2%
-88.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.7% | -5.0% | -3.7% |
| 7D | -8.3% | 0.0% | -8.3% | -8.2% |
| 30D | -20.1% | +16.6% | -36.6% | -22.4% |
| 3M | -52.7% | -23.5% | -29.2% | -50.1% |
| 6M | -61.0% | +25.7% | -86.8% | -62.9% |
| YTD | -67.1% | -3.4% | -63.7% | -67.2% |
| 1Y | -79.9% | +7.6% | -87.5% | -80.2% |
| 3Y | +101.7% | +423.6% | -321.9% | +55.3% |
| All | -53.7% | +35.2% | -88.9% | -63.2% |
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