+45.4%
SMR vs RSG
+57.7%
-12.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +0.8% | -16.4% | -15.5% |
| 7D | -11.2% | 0.0% | -11.3% | -11.2% |
| 30D | -10.2% | +4.0% | -14.2% | -9.4% |
| 3M | -10.0% | +7.4% | -17.4% | -9.2% |
| 6M | -30.5% | +0.1% | -30.6% | -28.2% |
| YTD | -39.2% | +6.0% | -45.3% | -38.5% |
| 1Y | -75.5% | -3.0% | -72.6% | -74.3% |
| 3Y | +45.4% | +56.5% | -11.1% | -3.4% |
| All | +45.4% | +57.7% | -12.3% | -3.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling