+7.5%
SMR vs RSG
+95.5%
-88.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.4% | -3.7% | -3.3% |
| 7D | +13.1% | 0.0% | +13.1% | +13.1% |
| 30D | +17.8% | +3.7% | +14.1% | +17.8% |
| 3M | +8.1% | +6.2% | +1.9% | +7.6% |
| 6M | -11.1% | -2.8% | -8.3% | -9.3% |
| YTD | -23.7% | +5.9% | -29.6% | -24.2% |
| 1Y | -69.4% | -1.8% | -67.6% | -69.0% |
| 3Y | +82.6% | +57.5% | +25.1% | +57.0% |
| All | +7.5% | +95.5% | -88.1% | -10.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling