+7.5%
SMR vs PH
+239.3%
-231.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -2.8% |
| 7D | +13.1% | 0.0% | +13.1% | +13.0% |
| 30D | +17.8% | -10.3% | +28.0% | +28.0% |
| 3M | +8.1% | +5.1% | +3.0% | +3.0% |
| 6M | -11.1% | +2.3% | -13.4% | -14.5% |
| YTD | -23.7% | +8.7% | -32.4% | -30.2% |
| 1Y | -69.4% | +26.8% | -96.2% | -75.8% |
| 3Y | +82.6% | +139.2% | -56.6% | -3.0% |
| All | +7.5% | +239.3% | -231.9% | -52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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