+1.5%
SMR vs EXE
+56.6%
-55.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.3% | -5.8% | -5.7% |
| 7D | +4.7% | -2.2% | +6.9% | +5.8% |
| 30D | +3.2% | -0.8% | +4.0% | +3.5% |
| 3M | +9.9% | +10.0% | -0.1% | +4.0% |
| 6M | -15.1% | -6.3% | -8.8% | -13.7% |
| YTD | -27.9% | -10.7% | -17.3% | -25.9% |
| 1Y | -70.2% | +2.7% | -72.9% | -72.3% |
| 3Y | +72.5% | +19.1% | +53.4% | +56.1% |
| All | +1.5% | +56.6% | -55.1% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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