-49.0%
SMR vs USB
+35.2%
-84.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.9% | -6.4% | -5.9% |
| 7D | -9.5% | +2.4% | -11.9% | -11.2% |
| 30D | -33.2% | +6.6% | -39.8% | -36.4% |
| 3M | -45.9% | -4.1% | -41.9% | -44.6% |
| 6M | -57.9% | +12.5% | -70.4% | -62.2% |
| YTD | -63.8% | +17.6% | -81.4% | -68.3% |
| 1Y | -85.6% | +36.5% | -122.1% | -88.7% |
| 3Y | +48.7% | +95.4% | -46.7% | -3.5% |
| All | -49.0% | +35.2% | -84.2% | -66.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling