+7.5%
SMR vs A
+14.3%
-6.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.4% | -1.9% | -2.6% |
| 7D | +13.1% | -4.4% | +17.5% | +15.3% |
| 30D | +17.8% | -2.7% | +20.4% | +19.4% |
| 3M | +8.1% | +7.0% | +1.1% | +4.4% |
| 6M | -11.1% | +24.6% | -35.7% | -21.1% |
| YTD | -23.7% | +7.0% | -30.7% | -26.8% |
| 1Y | -69.4% | +15.6% | -85.0% | -71.8% |
| 3Y | +82.6% | +29.9% | +52.7% | +60.9% |
| All | +7.5% | +14.3% | -6.9% | -2.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling