+32.5%
STM vs SMR
+7.6%
+25.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | -0.4% |
| 7D | +1.7% | +13.1% | -11.4% | +0.1% |
| 30D | -5.2% | +17.8% | -22.9% | -7.2% |
| 3M | -29.6% | +8.1% | -37.7% | -30.5% |
| 6M | +54.4% | -11.1% | +65.5% | +54.2% |
| YTD | +99.5% | -23.7% | +123.2% | +100.9% |
| 1Y | +100.8% | -69.4% | +170.2% | +114.8% |
| 3Y | +20.2% | +82.6% | -62.4% | -3.1% |
| All | +32.5% | +7.6% | +25.0% | +18.1% |
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