+82.0%
V vs SMR
+7.6%
+74.4%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | -0.3% |
| 7D | -2.9% | +13.1% | -16.0% | -3.2% |
| 30D | +1.9% | +17.8% | -15.9% | +1.4% |
| 3M | +13.2% | +8.1% | +5.1% | +12.7% |
| 6M | +16.7% | -11.1% | +27.8% | +16.4% |
| YTD | +5.4% | -23.7% | +29.1% | +5.3% |
| 1Y | +7.7% | -69.4% | +77.1% | +10.0% |
| 3Y | +52.0% | +82.6% | -30.6% | +43.5% |
| All | +82.0% | +7.6% | +74.4% | +81.6% |
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