-53.7%
SMR vs SPG
+118.1%
-171.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.0% | -3.2% |
| 7D | -8.3% | +2.0% | -10.3% | -9.2% |
| 30D | -20.1% | +17.2% | -37.3% | -26.8% |
| 3M | -52.7% | +6.3% | -59.0% | -54.3% |
| 6M | -61.0% | +18.7% | -79.7% | -65.3% |
| YTD | -67.1% | +30.1% | -97.2% | -72.4% |
| 1Y | -79.9% | +32.8% | -112.6% | -83.3% |
| 3Y | +101.7% | +133.6% | -31.8% | +16.4% |
| All | -53.7% | +118.1% | -171.8% | -75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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