-49.5%
SMR vs ALB
-45.8%
-3.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | +0.9% | +15.4% | +15.9% |
| 7D | -9.6% | +9.1% | -18.7% | -13.2% |
| 30D | -33.8% | -3.4% | -30.4% | -33.0% |
| 3M | -46.4% | -20.6% | -25.8% | -41.1% |
| 6M | -62.4% | -48.2% | -14.3% | -51.0% |
| YTD | -64.1% | -29.2% | -34.9% | -60.0% |
| 1Y | -84.3% | +10.0% | -94.4% | -85.8% |
| 3Y | +55.8% | -12.9% | +68.7% | +44.4% |
| All | -49.5% | -45.8% | -3.7% | -42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling