-57.7%
U vs SMR
-14.3%
-43.4%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -15.7% | +20.2% | +7.0% |
| 7D | +5.5% | -11.2% | +16.8% | +7.0% |
| 30D | -1.3% | -10.2% | +8.9% | -0.4% |
| 3M | +64.6% | -10.0% | +74.6% | +64.9% |
| 6M | +119.4% | -30.5% | +149.8% | +125.2% |
| YTD | -0.5% | -39.2% | +38.8% | +3.9% |
| 1Y | +1.3% | -75.5% | +76.8% | +19.0% |
| 3Y | +15.6% | +45.4% | -29.8% | -14.7% |
| All | -57.7% | -14.3% | -43.4% | -68.1% |
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