+57.4%
SMR vs USB
+94.5%
-37.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.9% | -6.4% | -6.5% |
| 7D | -9.5% | +2.4% | -11.9% | -11.9% |
| 30D | -33.2% | +6.6% | -39.8% | -37.8% |
| 3M | -45.9% | -4.1% | -41.9% | -44.1% |
| 6M | -57.9% | +12.5% | -70.4% | -64.2% |
| YTD | -63.8% | +17.6% | -81.4% | -70.5% |
| 1Y | -85.6% | +36.5% | -122.1% | -90.2% |
| All | +57.4% | +94.5% | -37.2% | -46.2% |
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 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