+102.6%
B vs SMR
-45.9%
+148.4%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +7.1% | -2.9% | +3.6% |
| 7D | +11.3% | +1.7% | +9.6% | +10.9% |
| 30D | +2.9% | -24.4% | +27.4% | +5.0% |
| 3M | -2.9% | -44.6% | +41.7% | +1.3% |
| 6M | -1.2% | -56.7% | +55.5% | +4.5% |
| YTD | -1.3% | -61.6% | +60.3% | +4.4% |
| 1Y | +30.4% | -82.1% | +112.5% | +43.8% |
| 3Y | +195.3% | +161.5% | +33.7% | +148.9% |
| All | +102.6% | -45.9% | +148.4% | +98.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling