-81.6%
SMR vs AS
+6.1%
-87.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.8% | -2.2% | -3.2% |
| 7D | -2.8% | +4.5% | -7.3% | -4.4% |
| 30D | -27.5% | +13.2% | -40.7% | -31.2% |
| 3M | -43.1% | -11.9% | -31.2% | -39.0% |
| 6M | -58.4% | -11.6% | -46.8% | -55.8% |
| YTD | -63.2% | -14.7% | -48.5% | -61.7% |
| 1Y | -81.6% | +5.7% | -87.3% | -82.7% |
| All | -81.6% | +6.1% | -87.7% | -82.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 1y: compounded portfolio wealth divided by compounded AS 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…
1y analysis · Full analysis span regression · 6 months rolling