+14.5%
NET vs SMR
-87.0%
+101.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.5% | +1.9% | -1.9% |
| 7D | -16.4% | -9.5% | -6.8% | -15.0% |
| 30D | -25.8% | -33.2% | +7.4% | -21.4% |
| 3M | -11.5% | -45.9% | +34.4% | -4.1% |
| 6M | +18.9% | -57.9% | +76.8% | +31.8% |
| YTD | +35.2% | -63.8% | +99.0% | +46.0% |
| 1Y | +14.5% | -85.6% | +100.1% | +40.1% |
| All | +14.5% | -87.0% | +101.5% | +40.1% |
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