-48.1%
SMR vs IR
+71.8%
-120.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.9% | -3.2% |
| 7D | -2.8% | +1.5% | -4.3% | -3.3% |
| 30D | -27.5% | +9.0% | -36.5% | -31.5% |
| 3M | -43.1% | -0.9% | -42.3% | -42.9% |
| 6M | -58.4% | +13.4% | -71.8% | -62.4% |
| YTD | -63.2% | +8.5% | -71.6% | -65.6% |
| 1Y | -81.6% | +11.3% | -92.9% | -83.1% |
| 3Y | +149.8% | +26.0% | +123.8% | +129.4% |
| All | -48.1% | +71.8% | -120.0% | -58.7% |
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