-48.1%
SMR vs ALL
+137.1%
-185.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.9% | -6.9% | -3.9% |
| 7D | -2.8% | -0.1% | -2.6% | -2.8% |
| 30D | -27.5% | +13.8% | -41.3% | -27.5% |
| 3M | -43.1% | -2.8% | -40.4% | -43.0% |
| 6M | -58.4% | +23.7% | -82.1% | -59.5% |
| YTD | -63.2% | +27.3% | -90.4% | -64.4% |
| 1Y | -81.6% | +30.5% | -112.2% | -82.4% |
| 3Y | +149.8% | +113.0% | +36.8% | +109.8% |
| All | -48.1% | +137.1% | -185.2% | -56.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling