+7.5%
SMR vs EW
-23.3%
+30.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -3.1% |
| 7D | +13.1% | -5.1% | +18.2% | +15.0% |
| 30D | +17.8% | -6.4% | +24.1% | +20.5% |
| 3M | +8.1% | -1.6% | +9.7% | +8.2% |
| 6M | -11.1% | +2.3% | -13.4% | -12.2% |
| YTD | -23.7% | +1.1% | -24.8% | -24.4% |
| 1Y | -69.4% | +8.0% | -77.4% | -70.5% |
| 3Y | +82.6% | +16.3% | +66.3% | +65.2% |
| All | +7.5% | -23.3% | +30.7% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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