-81.4%
SMR vs A
+16.3%
-97.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -2.2% | -5.6% | -6.6% |
| 7D | +10.3% | +0.7% | +9.6% | +10.3% |
| 30D | -25.7% | +0.8% | -26.6% | -25.5% |
| 3M | -49.7% | +16.9% | -66.6% | -53.3% |
| 6M | -59.8% | +53.8% | -113.6% | -68.8% |
| YTD | -66.0% | +28.1% | -94.1% | -69.0% |
| 1Y | -81.4% | +15.0% | -96.5% | -81.7% |
| All | -81.4% | +16.3% | -97.7% | -81.7% |
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