+0.6%
F vs SMR
-49.5%
+50.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +16.2% | -17.0% | -2.0% |
| 7D | +1.6% | -9.6% | +11.2% | +2.1% |
| 30D | +2.6% | -33.8% | +36.4% | +5.7% |
| 3M | -8.8% | -46.4% | +37.5% | -5.0% |
| 6M | +4.6% | -62.4% | +67.1% | +11.3% |
| YTD | -1.9% | -64.1% | +62.3% | +3.4% |
| 1Y | -0.8% | -84.3% | +83.6% | +10.9% |
| 3Y | +43.5% | +55.8% | -12.4% | +3.7% |
| All | +0.6% | -49.5% | +50.0% | -15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling