+56.5%
SMR vs USB
+95.2%
-38.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.3% | -0.2% |
| 7D | +4.4% | +1.4% | +3.0% | +2.8% |
| 30D | +3.4% | -1.3% | +4.7% | +4.4% |
| 3M | -19.2% | +15.2% | -34.4% | -32.4% |
| 6M | -22.6% | +18.8% | -41.5% | -37.3% |
| YTD | -31.5% | +21.0% | -52.6% | -45.3% |
| 1Y | -73.1% | +34.0% | -107.1% | -80.9% |
| All | +56.5% | +95.2% | -38.7% | -36.4% |
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