+11.1%
SMR vs ROL
+13.6%
-2.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -2.5% | +17.8% | +15.6% |
| 7D | +21.4% | -3.4% | +24.8% | +21.9% |
| 30D | +13.8% | -6.9% | +20.8% | +14.9% |
| 3M | +3.9% | -24.6% | +28.5% | +8.2% |
| 6M | -4.2% | -39.5% | +35.3% | +5.3% |
| YTD | -21.1% | -41.1% | +20.0% | -12.6% |
| 1Y | -67.1% | -37.9% | -29.1% | -64.3% |
| 3Y | +88.9% | +0.8% | +88.1% | +74.5% |
| All | +11.1% | +13.6% | -2.4% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 5y: compounded portfolio wealth divided by compounded ROL 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…
5y analysis · Full analysis span regression · 6 months rolling