+11.1%
SMR vs PAAS
+134.4%
-123.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -0.7% | +15.9% | +15.6% |
| 7D | +21.4% | +2.0% | +19.4% | +20.2% |
| 30D | +13.8% | -0.1% | +13.9% | +13.4% |
| 3M | +3.9% | +8.2% | -4.3% | -0.6% |
| 6M | -4.2% | -13.8% | +9.6% | +2.2% |
| YTD | -21.1% | -0.6% | -20.5% | -21.5% |
| 1Y | -67.1% | +44.0% | -111.1% | -72.2% |
| 3Y | +88.9% | +246.6% | -157.7% | +7.0% |
| All | +11.1% | +134.4% | -123.3% | -31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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