+149.8%
SMR vs A
+68.9%
+80.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.3% | -2.8% | -3.3% |
| 7D | -2.8% | +1.4% | -4.2% | -3.1% |
| 30D | -27.5% | +4.3% | -31.8% | -29.0% |
| 3M | -43.1% | +19.8% | -62.9% | -48.8% |
| 6M | -58.4% | +54.4% | -112.8% | -68.6% |
| YTD | -63.2% | +31.7% | -94.9% | -68.9% |
| 1Y | -81.6% | +22.4% | -104.1% | -83.7% |
| 3Y | +149.8% | +67.7% | +82.1% | +98.7% |
| All | +149.8% | +68.9% | +80.9% | +98.7% |
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 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