-73.1%
SMR vs A
+21.7%
-94.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.8% |
| 7D | +4.4% | -1.9% | +6.4% | +5.4% |
| 30D | +3.4% | +6.9% | -3.5% | +0.6% |
| 3M | -19.2% | +9.2% | -28.4% | -22.3% |
| 6M | -22.6% | +25.7% | -48.3% | -31.3% |
| YTD | -31.5% | +11.5% | -43.1% | -34.8% |
| 1Y | -73.1% | +18.4% | -91.4% | -73.5% |
| All | -73.1% | +21.7% | -94.7% | -73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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