-41.5%
TEAM vs SMR
-14.3%
-27.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -15.7% | +15.7% | +1.4% |
| 7D | -5.2% | -11.2% | +6.0% | -4.6% |
| 30D | +15.8% | -10.2% | +26.0% | +16.3% |
| 3M | +101.5% | -10.0% | +111.5% | +101.1% |
| 6M | +138.2% | -30.5% | +168.6% | +140.6% |
| YTD | +10.8% | -39.2% | +50.1% | +12.3% |
| 1Y | +1.7% | -75.5% | +77.2% | +10.3% |
| 3Y | -16.0% | +45.4% | -61.5% | -32.9% |
| All | -41.5% | -14.3% | -27.2% | -53.9% |
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