-14.4%
SMR vs RSG
+95.8%
-110.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +0.8% | -16.4% | -15.6% |
| 7D | -11.2% | 0.0% | -11.3% | -11.2% |
| 30D | -10.2% | +4.0% | -14.2% | -10.2% |
| 3M | -10.0% | +7.4% | -17.4% | -10.5% |
| 6M | -30.5% | +0.1% | -30.6% | -29.7% |
| YTD | -39.2% | +6.0% | -45.3% | -39.7% |
| 1Y | -75.5% | -3.0% | -72.6% | -75.0% |
| 3Y | +45.4% | +56.5% | -11.1% | +25.3% |
| All | -14.4% | +95.8% | -110.2% | -29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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