+101.7%
SMR vs ALLE
+94.0%
+7.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.0% | -4.3% | -4.0% |
| 7D | -8.3% | +3.6% | -11.8% | -10.3% |
| 30D | -20.1% | +25.9% | -46.0% | -31.9% |
| 3M | -52.7% | +15.8% | -68.4% | -57.2% |
| 6M | -61.0% | +48.1% | -109.1% | -70.8% |
| YTD | -67.1% | +22.0% | -89.1% | -71.6% |
| 1Y | -79.9% | +18.0% | -97.9% | -82.2% |
| 3Y | +101.7% | +93.1% | +8.6% | -4.8% |
| All | +101.7% | +94.0% | +7.7% | -4.8% |
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