-53.7%
SMR vs USB
+35.1%
-88.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.9% | -4.2% | -4.0% |
| 7D | -8.3% | +2.6% | -10.9% | -9.9% |
| 30D | -20.1% | +8.4% | -28.5% | -24.7% |
| 3M | -52.7% | -5.5% | -47.2% | -50.8% |
| 6M | -61.0% | +17.7% | -78.8% | -66.1% |
| YTD | -67.1% | +17.6% | -84.7% | -71.1% |
| 1Y | -79.9% | +33.9% | -113.7% | -84.0% |
| 3Y | +101.7% | +103.8% | -2.1% | +28.4% |
| All | -53.7% | +35.1% | -88.8% | -69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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