-53.7%
SMR vs ES
+6.7%
-60.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.8% | -4.1% | -3.6% |
| 7D | -8.3% | +2.7% | -11.0% | -9.3% |
| 30D | -20.1% | +7.6% | -27.7% | -23.0% |
| 3M | -52.7% | +0.5% | -53.2% | -53.1% |
| 6M | -61.0% | +7.6% | -68.6% | -62.8% |
| YTD | -67.1% | +10.2% | -77.3% | -69.2% |
| 1Y | -79.9% | +1.8% | -81.7% | -80.5% |
| 3Y | +101.7% | +55.4% | +46.4% | +44.7% |
| All | -53.7% | +6.7% | -60.4% | -59.8% |
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