-85.6%
SMR vs ALLE
+18.6%
-104.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.8% | -6.2% | -5.3% |
| 7D | -9.5% | +6.7% | -16.2% | -12.5% |
| 30D | -33.2% | +25.4% | -58.6% | -40.8% |
| 3M | -45.9% | +16.9% | -62.9% | -50.0% |
| 6M | -57.9% | +46.6% | -104.4% | -65.8% |
| YTD | -63.8% | +22.4% | -86.2% | -68.9% |
| 1Y | -85.6% | +17.7% | -103.3% | -87.3% |
| All | -85.6% | +18.6% | -104.2% | -87.3% |
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