+11.1%
SMR vs TRU
-12.1%
+23.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -2.8% | +18.0% | +16.2% |
| 7D | +21.4% | -7.2% | +28.6% | +24.3% |
| 30D | +13.8% | -2.8% | +16.7% | +14.8% |
| 3M | +3.9% | +13.0% | -9.1% | -2.7% |
| 6M | -4.2% | +0.7% | -4.9% | -6.2% |
| YTD | -21.1% | -9.0% | -12.1% | -20.3% |
| 1Y | -67.1% | -16.3% | -50.8% | -65.9% |
| 3Y | +88.9% | -1.1% | +89.9% | +79.4% |
| All | +11.1% | -12.1% | +23.3% | -0.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling