+11.1%
SMR vs ES
+5.1%
+6.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +0.6% | +14.6% | +15.0% |
| 7D | +21.4% | +1.4% | +20.0% | +20.7% |
| 30D | +13.8% | -1.2% | +15.0% | +14.3% |
| 3M | +3.9% | +5.0% | -1.1% | +0.9% |
| 6M | -4.2% | -2.8% | -1.4% | -3.8% |
| YTD | -21.1% | +8.6% | -29.7% | -25.2% |
| 1Y | -67.1% | +18.9% | -86.0% | -70.3% |
| 3Y | +88.9% | +32.1% | +56.7% | +48.1% |
| All | +11.1% | +5.1% | +6.0% | -2.6% |
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