-73.1%
SMR vs ALLE
-5.8%
-67.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -1.1% |
| 7D | +4.4% | -0.2% | +4.6% | +4.5% |
| 30D | +3.4% | -6.8% | +10.2% | +7.9% |
| 3M | -19.2% | +21.0% | -40.2% | -27.1% |
| 6M | -22.6% | +1.1% | -23.7% | -23.0% |
| YTD | -31.5% | -0.5% | -31.0% | -32.7% |
| 1Y | -73.1% | -7.3% | -65.8% | -72.6% |
| All | -73.1% | -5.8% | -67.2% | -72.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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