-48.0%
SMR vs RF
+46.2%
-94.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | +1.9% | -1.3% | +3.3% | +3.3% |
| 30D | -21.9% | +4.6% | -26.6% | -24.4% |
| 3M | -47.1% | -8.4% | -38.7% | -43.8% |
| 6M | -60.6% | +8.9% | -69.5% | -63.8% |
| YTD | -63.1% | +8.8% | -71.9% | -66.0% |
| 1Y | -80.4% | +18.9% | -99.3% | -83.2% |
| 3Y | +150.2% | +116.0% | +34.3% | +44.4% |
| All | -48.0% | +46.2% | -94.3% | -66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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