-1.6%
B vs SMR
-45.6%
+44.0%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +16.2% | -15.7% | -1.5% |
| 7D | +9.6% | -9.6% | +19.2% | +11.2% |
| 30D | +3.5% | -33.8% | +37.3% | +10.6% |
| 3M | -1.6% | -46.4% | +44.8% | +6.6% |
| All | -1.6% | -45.6% | +44.0% | +6.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling