+6.1%
B vs SMR
-81.1%
+87.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -7.8% | +4.7% | -1.6% |
| 7D | -6.2% | +10.3% | -16.5% | -8.1% |
| 30D | -6.6% | -25.7% | +19.1% | -1.7% |
| 3M | -7.9% | -49.7% | +41.9% | +3.5% |
| 6M | -16.8% | -59.8% | +43.0% | -3.7% |
| YTD | -11.7% | -66.0% | +54.3% | +4.4% |
| All | +6.1% | -81.1% | +87.2% | +32.5% |
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