-85.6%
SMR vs A
+24.4%
-110.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.0% | -5.4% | -4.9% |
| 7D | -9.5% | -2.4% | -7.1% | -8.5% |
| 30D | -33.2% | +3.6% | -36.8% | -34.3% |
| 3M | -45.9% | +27.5% | -73.4% | -52.0% |
| 6M | -57.9% | +58.5% | -116.4% | -68.0% |
| YTD | -63.8% | +31.2% | -95.0% | -67.9% |
| 1Y | -85.6% | +22.2% | -107.8% | -86.7% |
| All | -85.6% | +24.4% | -110.0% | -86.7% |
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