+1.5%
SMR vs IT
-39.3%
+40.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.5% | -6.1% | -5.6% |
| 7D | +4.7% | -12.7% | +17.4% | +6.5% |
| 30D | +3.2% | -8.9% | +12.1% | +4.2% |
| 3M | +9.9% | +10.1% | -0.2% | +6.5% |
| 6M | -15.1% | +7.3% | -22.4% | -17.9% |
| YTD | -27.9% | -32.4% | +4.4% | -21.2% |
| 1Y | -70.2% | -26.6% | -43.6% | -68.4% |
| 3Y | +72.5% | -51.8% | +124.3% | +123.2% |
| All | +1.5% | -39.3% | +40.7% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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