+63.9%
SMR vs ARWR
+197.7%
-133.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | +4.4% | +1.7% | +2.7% | +3.8% |
| 30D | +3.4% | -0.7% | +4.1% | +3.7% |
| 3M | -19.2% | +14.9% | -34.0% | -23.5% |
| 6M | -22.6% | +32.6% | -55.3% | -30.3% |
| YTD | -31.5% | +30.0% | -61.6% | -38.5% |
| 1Y | -73.1% | +208.4% | -281.4% | -82.4% |
| All | +63.9% | +197.7% | -133.9% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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