+247.6%
SPOT vs SMR
-14.3%
+261.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -15.7% | +16.4% | +1.8% |
| 7D | -3.1% | -11.2% | +8.2% | -2.5% |
| 30D | +7.4% | -10.2% | +17.6% | +7.8% |
| 3M | +8.2% | -10.0% | +18.2% | +8.0% |
| 6M | +2.2% | -30.5% | +32.7% | +3.2% |
| YTD | -9.5% | -39.2% | +29.8% | -8.4% |
| 1Y | -23.8% | -75.5% | +51.7% | -19.1% |
| 3Y | +233.5% | +45.4% | +188.0% | +203.7% |
| All | +247.6% | -14.3% | +261.9% | +236.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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