+11.1%
SMR vs GEN
+12.9%
-1.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -2.7% | +18.0% | +16.5% |
| 7D | +21.4% | -0.7% | +22.1% | +21.5% |
| 30D | +13.8% | +2.6% | +11.2% | +12.1% |
| 3M | +3.9% | +15.8% | -11.9% | -4.2% |
| 6M | -4.2% | +33.1% | -37.3% | -18.3% |
| YTD | -21.1% | +11.3% | -32.4% | -26.8% |
| 1Y | -67.1% | +1.7% | -68.7% | -68.1% |
| 3Y | +88.9% | +58.1% | +30.7% | +47.9% |
| All | +11.1% | +12.9% | -1.8% | -13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling