+54.4%
B vs SMR
-67.4%
+121.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +15.3% | -16.7% | -4.4% |
| 7D | +2.3% | +21.4% | -19.1% | -1.8% |
| 30D | +1.4% | +13.8% | -12.5% | -1.7% |
| 3M | +12.2% | +3.9% | +8.3% | +9.5% |
| 6M | -2.1% | -4.2% | +2.1% | -3.9% |
| YTD | +2.9% | -21.1% | +24.0% | +3.5% |
| All | +54.4% | -67.4% | +121.8% | +75.1% |
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 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