-52.1%
SMR vs GEN
+12.5%
-64.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -3.1% | -4.7% | -6.5% |
| 7D | +10.3% | -3.0% | +13.3% | +11.6% |
| 30D | -25.7% | +24.7% | -50.4% | -33.2% |
| 3M | -49.7% | +4.1% | -53.9% | -51.5% |
| 6M | -59.8% | +36.0% | -95.9% | -66.4% |
| YTD | -66.0% | +10.9% | -76.8% | -68.8% |
| 1Y | -81.4% | +12.2% | -93.6% | -83.1% |
| 3Y | +130.6% | +63.3% | +67.3% | +77.2% |
| All | -52.1% | +12.5% | -64.6% | -63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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