-52.1%
SMR vs ES
+5.8%
-57.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +0.9% | -8.7% | -8.2% |
| 7D | +10.3% | -1.1% | +11.4% | +10.5% |
| 30D | -25.7% | +8.2% | -33.9% | -28.7% |
| 3M | -49.7% | +0.6% | -50.4% | -50.2% |
| 6M | -59.8% | +6.0% | -65.8% | -61.4% |
| YTD | -66.0% | +9.3% | -75.3% | -68.0% |
| 1Y | -81.4% | +1.1% | -82.6% | -81.9% |
| 3Y | +130.6% | +51.9% | +78.7% | +67.3% |
| All | -52.1% | +5.8% | -57.9% | -58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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