+240.8%
TER vs SMR
+7.6%
+233.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.3% | +6.4% | +3.6% |
| 7D | +12.4% | +13.1% | -0.7% | +10.1% |
| 30D | +5.1% | +17.8% | -12.6% | +2.1% |
| 3M | +4.0% | +8.1% | -4.1% | +2.4% |
| 6M | +29.5% | -11.1% | +40.6% | +30.1% |
| YTD | +98.5% | -23.7% | +122.2% | +102.4% |
| 1Y | +234.1% | -69.4% | +303.5% | +270.2% |
| 3Y | +289.0% | +82.6% | +206.4% | +232.3% |
| All | +240.8% | +7.6% | +233.3% | +207.3% |
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