+7.5%
SMR vs COR
+136.9%
-129.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.4% |
| 7D | +13.1% | -3.9% | +17.0% | +12.4% |
| 30D | +17.8% | -0.3% | +18.1% | +17.8% |
| 3M | +8.1% | +15.9% | -7.8% | +10.9% |
| 6M | -11.1% | -10.3% | -0.8% | -8.2% |
| YTD | -23.7% | -3.7% | -20.0% | -21.0% |
| 1Y | -69.4% | +9.1% | -78.5% | -68.6% |
| 3Y | +82.6% | +86.6% | -4.0% | +66.8% |
| All | +7.5% | +136.9% | -129.5% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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