-45.9%
SMR vs PL
+153.4%
-199.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +14.5% | -7.4% | +2.0% |
| 7D | +1.7% | +10.9% | -9.2% | -1.5% |
| 30D | -24.4% | -16.4% | -8.1% | -19.2% |
| 3M | -44.6% | -39.9% | -4.7% | -34.0% |
| 6M | -56.7% | -63.2% | +6.5% | -40.0% |
| YTD | -61.6% | -27.1% | -34.5% | -58.7% |
| 1Y | -82.1% | +12.2% | -94.2% | -83.4% |
| 3Y | +161.5% | +584.3% | -422.7% | +25.8% |
| All | -45.9% | +153.4% | -199.4% | -71.6% |
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