+45.4%
SMR vs TRU
-1.3%
+46.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +1.0% | -16.6% | -16.0% |
| 7D | -11.2% | -2.7% | -8.5% | -10.5% |
| 30D | -10.2% | -2.0% | -8.2% | -9.8% |
| 3M | -10.0% | +18.4% | -28.5% | -18.4% |
| 6M | -30.5% | +8.9% | -39.3% | -34.4% |
| YTD | -39.2% | -8.9% | -30.3% | -38.5% |
| 1Y | -75.5% | -15.9% | -59.7% | -74.6% |
| 3Y | +45.4% | -1.1% | +46.5% | +32.8% |
| All | +45.4% | -1.3% | +46.7% | +32.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling