+105.6%
UBER vs SMR
-53.6%
+159.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.3% | +4.1% | +1.1% |
| 7D | +1.6% | -8.3% | +9.9% | +2.2% |
| 30D | +0.6% | -20.1% | +20.6% | +1.9% |
| 3M | -8.2% | -52.7% | +44.5% | -4.0% |
| 6M | -6.7% | -61.0% | +54.3% | -1.8% |
| YTD | -14.7% | -67.1% | +52.4% | -10.3% |
| 1Y | -24.1% | -79.9% | +55.8% | -17.6% |
| 3Y | +33.4% | +101.7% | -68.3% | +15.5% |
| All | +105.6% | -53.6% | +159.3% | +87.1% |
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