-52.1%
SMR vs P
+328.2%
-380.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +3.4% | -11.2% | -9.4% |
| 7D | +10.3% | +17.8% | -7.5% | +2.4% |
| 30D | -25.7% | -29.9% | +4.1% | -13.3% |
| 3M | -49.7% | -1.2% | -48.6% | -50.8% |
| 6M | -59.8% | +32.1% | -92.0% | -66.2% |
| YTD | -66.0% | +64.3% | -130.3% | -74.3% |
| 1Y | -81.4% | +24.3% | -105.7% | -84.6% |
| 3Y | +130.6% | +203.2% | -72.6% | +45.3% |
| All | -52.1% | +328.2% | -380.3% | -72.2% |
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