+7.5%
SMR vs CP
+33.5%
-26.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.1% | -2.6% |
| 7D | +13.1% | +0.6% | +12.5% | +12.6% |
| 30D | +17.8% | -0.5% | +18.2% | +18.1% |
| 3M | +8.1% | +0.1% | +8.0% | +7.0% |
| 6M | -11.1% | +7.8% | -18.9% | -16.4% |
| YTD | -23.7% | +22.9% | -46.6% | -34.6% |
| 1Y | -69.4% | +21.3% | -90.7% | -73.5% |
| 3Y | +82.6% | +20.4% | +62.2% | +62.4% |
| All | +7.5% | +33.5% | -26.0% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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