+7.5%
SMR vs SO
+60.5%
-53.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -3.2% |
| 7D | +13.1% | 0.0% | +13.0% | +13.1% |
| 30D | +17.8% | -2.5% | +20.2% | +18.0% |
| 3M | +8.1% | -4.2% | +12.3% | +8.2% |
| 6M | -11.1% | -7.7% | -3.4% | -10.6% |
| YTD | -23.7% | +3.8% | -27.5% | -25.2% |
| 1Y | -69.4% | +0.1% | -69.5% | -69.8% |
| 3Y | +82.6% | +44.2% | +38.4% | +46.7% |
| All | +7.5% | +60.5% | -53.0% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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