-53.7%
SMR vs ALLE
+79.9%
-133.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.0% | -4.3% | -3.9% |
| 7D | -8.3% | +3.6% | -11.8% | -10.0% |
| 30D | -20.1% | +25.9% | -46.0% | -30.5% |
| 3M | -52.7% | +15.8% | -68.4% | -56.7% |
| 6M | -61.0% | +48.1% | -109.1% | -69.5% |
| YTD | -67.1% | +22.0% | -89.1% | -71.1% |
| 1Y | -79.9% | +18.0% | -97.9% | -82.0% |
| 3Y | +101.7% | +93.1% | +8.6% | +34.6% |
| All | -53.7% | +79.9% | -133.5% | -68.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling