-14.4%
SMR vs TRU
-12.1%
-2.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +1.0% | -16.6% | -16.0% |
| 7D | -11.2% | -2.7% | -8.5% | -10.6% |
| 30D | -10.2% | -2.0% | -8.2% | -9.8% |
| 3M | -10.0% | +18.4% | -28.5% | -17.3% |
| 6M | -30.5% | +8.9% | -39.3% | -33.8% |
| YTD | -39.2% | -8.9% | -30.3% | -38.7% |
| 1Y | -75.5% | -15.9% | -59.7% | -74.8% |
| 3Y | +45.4% | -1.1% | +46.5% | +38.1% |
| All | -14.4% | -12.1% | -2.3% | -23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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