+490.7%
GE vs SMR
-53.6%
+544.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.6% | +0.6% |
| 7D | +2.7% | -8.3% | +10.9% | +3.4% |
| 30D | +8.1% | -20.1% | +28.1% | +9.9% |
| 3M | -7.9% | -52.7% | +44.8% | -2.6% |
| 6M | +12.9% | -61.0% | +73.9% | +20.4% |
| YTD | +8.2% | -67.1% | +75.3% | +15.4% |
| 1Y | +9.7% | -79.9% | +89.5% | +21.4% |
| 3Y | +266.1% | +101.7% | +164.4% | +206.9% |
| All | +490.7% | -53.6% | +544.3% | +474.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling