+11.1%
SMR vs ARWR
+94.0%
-82.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -1.4% | +16.7% | +15.6% |
| 7D | +21.4% | +2.9% | +18.5% | +20.4% |
| 30D | +13.8% | -2.9% | +16.7% | +14.8% |
| 3M | +3.9% | +15.2% | -11.3% | -0.5% |
| 6M | -4.2% | +42.3% | -46.5% | -12.9% |
| YTD | -21.1% | +28.2% | -49.3% | -26.9% |
| 1Y | -67.1% | +213.2% | -280.3% | -75.9% |
| 3Y | +88.9% | +184.6% | -95.8% | +26.8% |
| All | +11.1% | +94.0% | -82.9% | -26.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling