+322.4%
NET vs SMR
+45.3%
+277.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.5% | +1.9% | -2.0% |
| 7D | -16.4% | -9.5% | -6.8% | -15.3% |
| 30D | -25.8% | -33.2% | +7.4% | -22.3% |
| 3M | -11.5% | -45.9% | +34.4% | -5.6% |
| 6M | +18.9% | -57.9% | +76.8% | +29.3% |
| YTD | +35.2% | -63.8% | +99.0% | +46.7% |
| 1Y | +14.5% | -85.6% | +100.1% | +36.4% |
| All | +322.4% | +45.3% | +277.1% | +282.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling