+114.5%
B vs SMR
-3.5%
+117.9%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.2% |
| 7D | -1.6% | +4.4% | -6.0% | -1.9% |
| 30D | +9.4% | +3.4% | +6.0% | +9.1% |
| 3M | +5.0% | -19.2% | +24.1% | +6.2% |
| 6M | -3.5% | -22.6% | +19.1% | -2.6% |
| YTD | +4.5% | -31.5% | +36.0% | +6.1% |
| 1Y | +67.8% | -73.1% | +140.9% | +78.6% |
| 3Y | +196.7% | +55.0% | +141.7% | +159.5% |
| All | +114.5% | -3.5% | +117.9% | +101.4% |
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