+23.1%
C vs SMR
-82.2%
+105.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.8% | +7.7% | +0.8% |
| 7D | +4.7% | +10.3% | -5.6% | +3.3% |
| 30D | +0.2% | -25.7% | +25.9% | +3.4% |
| 3M | -9.3% | -49.7% | +40.4% | -2.8% |
| 6M | -0.8% | -59.8% | +59.0% | +8.0% |
| YTD | +8.5% | -66.0% | +74.5% | +18.1% |
| 1Y | +23.1% | -81.4% | +104.5% | +43.0% |
| All | +23.1% | -82.2% | +105.3% | +43.0% |
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