-53.7%
SMR vs S
-47.7%
-6.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.2% |
| 7D | -8.3% | +2.0% | -10.2% | -8.6% |
| 30D | -20.1% | -2.7% | -17.4% | -19.2% |
| 3M | -52.7% | -6.9% | -45.8% | -52.0% |
| 6M | -61.0% | +38.1% | -99.1% | -64.7% |
| YTD | -67.1% | +48.0% | -115.1% | -71.1% |
| 1Y | -79.9% | +34.5% | -114.3% | -81.9% |
| 3Y | +101.7% | +38.3% | +63.4% | +90.0% |
| All | -53.7% | -47.7% | -6.0% | -56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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