-3.6%
SMR vs ALC
-6.9%
+3.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.1% |
| 7D | +4.4% | -2.1% | +6.5% | +5.0% |
| 30D | +3.4% | -0.1% | +3.5% | +3.5% |
| 3M | -19.2% | +5.9% | -25.1% | -20.9% |
| 6M | -22.6% | -15.9% | -6.7% | -18.2% |
| YTD | -31.5% | -10.1% | -21.4% | -29.4% |
| 1Y | -73.1% | -10.2% | -62.9% | -72.4% |
| 3Y | +55.0% | -13.6% | +68.5% | +55.1% |
| All | -3.6% | -6.9% | +3.3% | -8.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling