+7.5%
SMR vs SE
-17.6%
+25.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.1% | +0.8% | -2.2% |
| 7D | +13.1% | -3.6% | +16.7% | +14.3% |
| 30D | +17.8% | -5.3% | +23.1% | +19.7% |
| 3M | +8.1% | +28.1% | -20.0% | +1.1% |
| 6M | -11.1% | +20.7% | -31.8% | -15.7% |
| YTD | -23.7% | -14.8% | -8.9% | -21.3% |
| 1Y | -69.4% | -43.6% | -25.8% | -65.2% |
| 3Y | +82.6% | +184.2% | -101.6% | +63.2% |
| All | +7.5% | -17.6% | +25.1% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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