+32.8%
NET vs SMR
-76.3%
+109.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.9% |
| 7D | -7.0% | +4.4% | -11.4% | -7.6% |
| 30D | -4.8% | +3.4% | -8.2% | -5.5% |
| 3M | +3.8% | -19.2% | +23.0% | +6.1% |
| 6M | +50.0% | -22.6% | +72.7% | +51.7% |
| YTD | +41.5% | -31.5% | +73.0% | +41.8% |
| 1Y | +32.8% | -73.1% | +105.9% | +53.6% |
| All | +32.8% | -76.3% | +109.1% | +53.6% |
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