+34.0%
SMR vs USB
+90.4%
-56.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.8% | -2.1% | -12.7% | -12.6% |
| 7D | -26.2% | -1.5% | -24.7% | -24.9% |
| 30D | -45.5% | +4.3% | -49.8% | -47.9% |
| 3M | -53.4% | -6.1% | -47.3% | -50.6% |
| 6M | -63.2% | +9.4% | -72.6% | -67.7% |
| YTD | -69.2% | +15.2% | -84.3% | -74.2% |
| 1Y | -88.5% | +32.8% | -121.2% | -91.9% |
| All | +34.0% | +90.4% | -56.4% | -53.0% |
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