+88.2%
T vs SMR
-14.3%
+102.5%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -15.7% | +17.7% | +2.0% |
| 7D | +1.5% | -11.2% | +12.7% | +1.5% |
| 30D | +7.5% | -10.2% | +17.7% | +7.5% |
| 3M | +14.8% | -10.0% | +24.9% | +14.8% |
| 6M | -1.7% | -30.5% | +28.7% | -1.7% |
| YTD | +8.7% | -39.2% | +47.9% | +8.7% |
| 1Y | -7.5% | -75.5% | +68.1% | -6.8% |
| 3Y | +110.2% | +45.4% | +64.8% | +91.1% |
| All | +88.2% | -14.3% | +102.5% | +76.8% |
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