-3.6%
SMR vs AG
+87.3%
-90.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | +0.3% |
| 7D | +4.4% | +1.0% | +3.4% | +3.9% |
| 30D | +3.4% | +19.2% | -15.8% | -3.8% |
| 3M | -19.2% | +6.2% | -25.3% | -21.4% |
| 6M | -22.6% | -26.7% | +4.0% | -14.2% |
| YTD | -31.5% | +26.1% | -57.7% | -38.8% |
| 1Y | -73.1% | +131.7% | -204.7% | -80.8% |
| 3Y | +55.0% | +255.3% | -200.4% | -11.1% |
| All | -3.6% | +87.3% | -90.8% | -37.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling