+55.8%
SMR vs USB
+89.5%
-33.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | -0.5% | +16.7% | +16.8% |
| 7D | -9.6% | 0.0% | -9.6% | -9.6% |
| 30D | -33.8% | +5.8% | -39.6% | -37.8% |
| 3M | -46.4% | -6.0% | -40.4% | -43.3% |
| 6M | -62.4% | +7.8% | -70.2% | -66.5% |
| YTD | -64.1% | +14.6% | -78.7% | -69.9% |
| 1Y | -84.3% | +31.8% | -116.1% | -88.9% |
| 3Y | +55.8% | +91.5% | -35.7% | -45.1% |
| All | +55.8% | +89.5% | -33.7% | -45.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling