+45.6%
C vs SMR
-68.0%
+113.6%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +15.3% | -16.0% | -2.3% |
| 7D | +3.2% | +21.4% | -18.2% | +0.9% |
| 30D | +1.3% | +13.8% | -12.6% | -0.4% |
| 3M | +3.1% | +3.9% | -0.8% | +1.6% |
| 6M | +29.6% | -4.2% | +33.8% | +26.9% |
| YTD | +19.0% | -21.1% | +40.1% | +18.5% |
| 1Y | +45.6% | -67.1% | +112.7% | +53.5% |
| All | +45.6% | -68.0% | +113.6% | +53.5% |
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