+7.5%
SMR vs IR
+47.3%
-39.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.0% | -1.3% | -1.9% |
| 7D | +13.1% | -1.9% | +15.0% | +14.4% |
| 30D | +17.8% | -15.0% | +32.8% | +31.3% |
| 3M | +8.1% | -0.4% | +8.5% | +6.5% |
| 6M | -11.1% | -15.0% | +3.9% | -2.1% |
| YTD | -23.7% | -7.1% | -16.7% | -20.8% |
| 1Y | -69.4% | -7.5% | -61.9% | -68.2% |
| 3Y | +82.6% | +6.3% | +76.3% | +86.0% |
| All | +7.5% | +47.3% | -39.8% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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