-3.6%
SMR vs USB
+39.1%
-42.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.3% | -0.3% |
| 7D | +4.4% | +1.4% | +3.0% | +3.3% |
| 30D | +3.4% | -1.3% | +4.7% | +4.1% |
| 3M | -19.2% | +15.2% | -34.4% | -28.4% |
| 6M | -22.6% | +18.8% | -41.5% | -32.8% |
| YTD | -31.5% | +21.0% | -52.6% | -41.0% |
| 1Y | -73.1% | +34.0% | -107.1% | -78.5% |
| 3Y | +55.0% | +95.3% | -40.4% | -0.3% |
| All | -3.6% | +39.1% | -42.7% | -37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling