+7.5%
SMR vs P
+277.5%
-270.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.0% | +0.7% | -1.5% |
| 7D | +13.1% | +5.0% | +8.1% | +10.6% |
| 30D | +17.8% | -0.9% | +18.7% | +16.9% |
| 3M | +8.1% | +38.7% | -30.6% | -8.7% |
| 6M | -11.1% | +54.4% | -65.5% | -29.1% |
| YTD | -23.7% | +44.8% | -68.6% | -37.9% |
| 1Y | -69.4% | +22.5% | -91.9% | -73.7% |
| 3Y | +82.6% | +148.2% | -65.6% | +25.2% |
| All | +7.5% | +277.5% | -270.1% | -32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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