-48.0%
SMR vs USB
+34.5%
-82.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | +1.9% | -0.5% | +2.5% | +2.6% |
| 30D | -21.9% | +5.7% | -27.7% | -25.0% |
| 3M | -47.1% | -4.7% | -42.4% | -45.4% |
| 6M | -60.6% | +13.4% | -74.1% | -64.8% |
| YTD | -63.1% | +17.0% | -80.1% | -67.4% |
| 1Y | -80.4% | +32.4% | -112.8% | -84.3% |
| 3Y | +150.2% | +101.7% | +48.6% | +60.2% |
| All | -48.0% | +34.5% | -82.5% | -65.3% |
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