-48.0%
SMR vs PL
+152.9%
-200.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | 0.0% |
| 7D | +1.9% | +13.4% | -11.4% | -2.0% |
| 30D | -21.9% | -10.2% | -11.8% | -18.6% |
| 3M | -47.1% | -39.5% | -7.6% | -37.2% |
| 6M | -60.6% | -65.7% | +5.1% | -44.3% |
| YTD | -63.1% | -27.3% | -35.8% | -60.3% |
| 1Y | -80.4% | +15.0% | -95.4% | -82.0% |
| 3Y | +150.2% | +560.8% | -410.6% | +21.2% |
| All | -48.0% | +152.9% | -200.9% | -72.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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