-53.7%
SMR vs EXPE
+34.1%
-87.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.1% | -3.0% |
| 7D | -8.3% | -0.5% | -7.8% | -8.1% |
| 30D | -20.1% | -6.1% | -14.0% | -19.0% |
| 3M | -52.7% | -21.3% | -31.4% | -50.0% |
| 6M | -61.0% | +19.0% | -80.0% | -64.3% |
| YTD | -67.1% | -8.4% | -58.7% | -67.8% |
| 1Y | -79.9% | -2.8% | -77.1% | -80.8% |
| 3Y | +101.7% | +120.8% | -19.0% | +43.6% |
| All | -53.7% | +34.1% | -87.8% | -70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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