+7.5%
SMR vs ROP
-10.5%
+18.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.3% | -2.0% | -3.1% |
| 7D | +13.1% | -6.1% | +19.2% | +14.1% |
| 30D | +17.8% | -3.4% | +21.1% | +18.2% |
| 3M | +8.1% | +16.7% | -8.6% | +3.2% |
| 6M | -11.1% | +8.1% | -19.2% | -13.3% |
| YTD | -23.7% | -11.7% | -12.0% | -20.9% |
| 1Y | -69.4% | -24.2% | -45.2% | -66.4% |
| 3Y | +82.6% | -19.0% | +101.6% | +99.2% |
| All | +7.5% | -10.5% | +18.0% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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