-45.9%
SMR vs RF
+47.7%
-93.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.2% | +4.9% | +5.4% |
| 7D | +1.7% | -0.1% | +1.8% | +2.0% |
| 30D | -24.4% | +7.0% | -31.5% | -28.1% |
| 3M | -44.6% | -7.0% | -37.6% | -41.8% |
| 6M | -56.7% | +6.8% | -63.4% | -59.6% |
| YTD | -61.6% | +9.9% | -71.5% | -64.9% |
| 1Y | -82.1% | +21.1% | -103.2% | -84.8% |
| 3Y | +161.5% | +119.6% | +41.9% | +49.2% |
| All | -45.9% | +47.7% | -93.7% | -65.8% |
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