-53.7%
SMR vs EXC
+29.6%
-83.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.4% | -4.7% | -3.5% |
| 7D | -8.3% | +1.4% | -9.6% | -8.4% |
| 30D | -20.1% | +8.6% | -28.6% | -21.1% |
| 3M | -52.7% | +2.4% | -55.1% | -52.9% |
| 6M | -61.0% | +6.5% | -67.5% | -61.7% |
| YTD | -67.1% | +9.0% | -76.2% | -68.3% |
| 1Y | -79.9% | +4.6% | -84.5% | -80.3% |
| 3Y | +101.7% | +33.5% | +68.2% | +69.3% |
| All | -53.7% | +29.6% | -83.2% | -59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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