+31.0%
F vs SMR
-76.3%
+107.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.5% |
| 7D | +5.3% | +4.4% | +0.9% | +5.0% |
| 30D | +4.6% | +3.4% | +1.2% | +4.2% |
| 3M | -3.7% | -19.2% | +15.5% | -2.5% |
| 6M | +16.8% | -22.6% | +39.5% | +17.4% |
| YTD | +15.3% | -31.5% | +46.8% | +16.1% |
| 1Y | +31.0% | -73.1% | +104.1% | +34.4% |
| All | +31.0% | -76.3% | +107.3% | +34.4% |
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 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