+29.4%
B vs SMR
-87.0%
+116.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -4.5% | +12.8% | +9.1% |
| 7D | +1.1% | -9.5% | +10.6% | +2.9% |
| 30D | +0.3% | -33.2% | +33.5% | +7.8% |
| 3M | +5.4% | -45.9% | +51.4% | +16.6% |
| 6M | +5.5% | -57.9% | +63.4% | +20.5% |
| YTD | -6.3% | -63.8% | +57.5% | +8.8% |
| 1Y | +29.4% | -85.6% | +115.0% | +70.7% |
| All | +29.4% | -87.0% | +116.4% | +70.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling