+11.1%
SMR vs SE
-14.1%
+25.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +1.1% | +14.2% | +15.0% |
| 7D | +21.4% | +0.6% | +20.8% | +21.2% |
| 30D | +13.8% | -0.1% | +13.9% | +14.0% |
| 3M | +3.9% | +34.1% | -30.2% | -4.1% |
| 6M | -4.2% | +23.2% | -27.4% | -9.7% |
| YTD | -21.1% | -11.2% | -9.9% | -19.5% |
| 1Y | -67.1% | -40.5% | -26.5% | -63.0% |
| 3Y | +88.9% | +196.3% | -107.4% | +66.9% |
| All | +11.1% | -14.1% | +25.3% | +4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling