-81.6%
SMR vs ALL
+32.6%
-114.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.9% | -6.9% | -1.1% |
| 7D | -2.8% | -0.1% | -2.6% | -2.2% |
| 30D | -27.5% | +13.8% | -41.3% | -17.0% |
| 3M | -43.1% | -2.8% | -40.4% | -43.3% |
| 6M | -58.4% | +23.7% | -82.1% | -48.6% |
| YTD | -63.2% | +27.3% | -90.4% | -52.5% |
| 1Y | -81.6% | +30.5% | -112.2% | -76.2% |
| All | -81.6% | +32.6% | -114.2% | -76.2% |
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