+149.8%
SMR vs ACI
-31.6%
+181.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.2% | -6.2% | -3.4% |
| 7D | -2.8% | -0.6% | -2.2% | -2.8% |
| 30D | -27.5% | +9.5% | -37.0% | -25.2% |
| 3M | -43.1% | +10.1% | -53.2% | -40.9% |
| 6M | -58.4% | -15.4% | -43.0% | -58.4% |
| YTD | -63.2% | -19.5% | -43.6% | -63.2% |
| 1Y | -81.6% | -21.0% | -60.7% | -81.7% |
| 3Y | +149.8% | -31.2% | +181.0% | +146.9% |
| All | +149.8% | -31.6% | +181.4% | +146.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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