+24.0%
B vs SMR
-83.0%
+107.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +7.1% | -2.9% | +2.9% |
| 7D | +11.3% | +1.7% | +9.6% | +10.4% |
| 30D | +2.9% | -24.4% | +27.4% | +7.9% |
| 3M | -2.9% | -44.6% | +41.7% | +6.9% |
| 6M | -1.2% | -56.7% | +55.5% | +12.4% |
| YTD | -1.3% | -61.6% | +60.3% | +13.6% |
| All | +24.0% | -83.0% | +107.0% | +55.2% |
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