-70.2%
SMR vs ALL
+28.8%
-99.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.7% | -4.8% | -6.3% |
| 7D | +4.7% | -4.3% | +9.0% | +0.1% |
| 30D | +3.2% | -3.6% | +6.8% | -0.2% |
| 3M | +9.9% | +13.2% | -3.3% | +27.1% |
| 6M | -15.1% | +22.5% | -37.6% | +7.5% |
| YTD | -27.9% | +22.7% | -50.7% | -6.6% |
| 1Y | -70.2% | +28.3% | -98.6% | -57.4% |
| All | -70.2% | +28.8% | -99.1% | -57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 1y: compounded portfolio wealth divided by compounded ALL 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…
1y analysis · Full analysis span regression · 6 months rolling