+88.9%
SMR vs A
+29.5%
+59.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -2.7% | +17.9% | +16.9% |
| 7D | +21.4% | -2.1% | +23.4% | +22.7% |
| 30D | +13.8% | +0.6% | +13.2% | +13.4% |
| 3M | +3.9% | +10.9% | -7.0% | -3.3% |
| 6M | -4.2% | +28.2% | -32.4% | -20.2% |
| YTD | -21.1% | +8.6% | -29.7% | -25.9% |
| 1Y | -67.1% | +15.5% | -82.6% | -70.6% |
| 3Y | +88.9% | +31.8% | +57.0% | +32.3% |
| All | +88.9% | +29.5% | +59.3% | +32.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling