+20.0%
GE vs SMR
-76.3%
+96.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.1% |
| 7D | -1.6% | +4.4% | -6.0% | -2.0% |
| 30D | -11.6% | +3.4% | -15.0% | -12.0% |
| 3M | +3.0% | -19.2% | +22.2% | +4.1% |
| 6M | -0.5% | -22.6% | +22.1% | -0.2% |
| YTD | +9.7% | -31.5% | +41.3% | +9.9% |
| 1Y | +20.0% | -73.1% | +93.1% | +24.4% |
| All | +20.0% | -76.3% | +96.3% | +24.4% |
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