+88.9%
SMR vs ALB
-27.5%
+116.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +2.6% | +12.7% | +14.1% |
| 7D | +21.4% | -4.4% | +25.8% | +23.9% |
| 30D | +13.8% | -1.2% | +15.0% | +13.8% |
| 3M | +3.9% | -13.3% | +17.2% | +9.8% |
| 6M | -4.2% | -19.8% | +15.6% | +2.5% |
| YTD | -21.1% | -7.9% | -13.2% | -21.7% |
| 1Y | -67.1% | +60.2% | -127.2% | -75.8% |
| 3Y | +88.9% | -26.4% | +115.3% | +114.2% |
| All | +88.9% | -27.5% | +116.3% | +114.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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