-69.4%
SMR vs ALC
-14.0%
-55.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-09 to 2026-09-09.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.3% | -3.5% |
| 7D | +13.1% | -5.3% | +18.3% | +11.9% |
| 30D | +17.8% | -7.1% | +24.8% | +16.1% |
| 3M | +8.1% | +0.8% | +7.3% | +8.9% |
| 6M | -11.1% | -16.0% | +4.9% | -8.7% |
| YTD | -23.7% | -12.7% | -11.0% | -21.1% |
| 1Y | -69.4% | -12.8% | -56.6% | -66.4% |
| All | -69.4% | -14.0% | -55.5% | -66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 2025-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded ALC 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…
2025-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling