+55.8%
SMR vs ALLE
+88.9%
-33.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | -0.9% | +17.2% | +16.9% |
| 7D | -9.6% | -0.6% | -9.0% | -9.2% |
| 30D | -33.8% | +25.3% | -59.1% | -43.8% |
| 3M | -46.4% | +10.3% | -56.6% | -49.9% |
| 6M | -62.4% | +38.0% | -100.5% | -70.5% |
| YTD | -64.1% | +17.8% | -81.9% | -68.5% |
| 1Y | -84.3% | +13.6% | -98.0% | -85.8% |
| 3Y | +55.8% | +89.2% | -33.4% | -35.8% |
| All | +55.8% | +88.9% | -33.1% | -35.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling