-53.7%
SMR vs PL
+143.6%
-197.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -3.1% |
| 7D | -8.3% | +10.0% | -18.3% | -11.3% |
| 30D | -20.1% | -2.3% | -17.8% | -19.0% |
| 3M | -52.7% | -44.2% | -8.5% | -42.1% |
| 6M | -61.0% | -66.1% | +5.1% | -44.6% |
| YTD | -67.1% | -30.0% | -37.1% | -64.1% |
| 1Y | -79.9% | +21.0% | -100.9% | -81.8% |
| 3Y | +101.7% | +516.5% | -414.8% | -0.4% |
| All | -53.7% | +143.6% | -197.2% | -75.3% |
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