-59.8%
SMR vs AG
-39.1%
-20.8%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -5.3% | -2.6% | -4.1% |
| 7D | +10.3% | -6.0% | +16.3% | +15.6% |
| 30D | -25.7% | -14.3% | -11.4% | -17.1% |
| 3M | -49.7% | -26.9% | -22.8% | -37.8% |
| 6M | -59.8% | -42.1% | -17.7% | -37.9% |
| All | -59.8% | -39.1% | -20.8% | -37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 6mo: compounded portfolio wealth divided by compounded AG 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…
6mo analysis · Full analysis span regression · 6 months rolling