+63.9%
SMR vs ALL
+155.4%
-91.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.7% |
| 7D | +4.4% | 0.0% | +4.4% | +4.4% |
| 30D | +3.4% | -1.5% | +4.9% | +3.3% |
| 3M | -19.2% | +23.6% | -42.8% | -18.6% |
| 6M | -22.6% | +22.3% | -45.0% | -22.2% |
| YTD | -31.5% | +26.5% | -58.1% | -31.4% |
| 1Y | -73.1% | +27.0% | -100.1% | -73.1% |
| All | +63.9% | +155.4% | -91.5% | +18.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling