-49.5%
SMR vs ALL
+131.4%
-180.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | -4.5% | +20.7% | +16.1% |
| 7D | -9.6% | -1.9% | -7.7% | -9.7% |
| 30D | -33.8% | +13.8% | -47.5% | -33.9% |
| 3M | -46.4% | -7.0% | -39.4% | -46.2% |
| 6M | -62.4% | +18.0% | -80.5% | -63.3% |
| YTD | -64.1% | +24.2% | -88.3% | -65.4% |
| 1Y | -84.3% | +31.2% | -115.5% | -85.1% |
| 3Y | +55.8% | +107.5% | -51.7% | +30.9% |
| All | -49.5% | +131.4% | -180.9% | -57.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling