-48.0%
SMR vs Z
-48.5%
+0.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.4% |
| 7D | +1.9% | -13.1% | +15.0% | +7.0% |
| 30D | -21.9% | +5.9% | -27.8% | -23.9% |
| 3M | -47.1% | -13.7% | -33.4% | -45.4% |
| 6M | -60.6% | -27.1% | -33.5% | -57.2% |
| YTD | -63.1% | -56.8% | -6.3% | -52.3% |
| 1Y | -80.4% | -60.2% | -20.2% | -74.0% |
| 3Y | +150.2% | -19.7% | +169.9% | +183.6% |
| All | -48.0% | -48.5% | +0.5% | -41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling