+41.9%
SMR vs AS
+133.7%
-91.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.8% | -2.3% | -12.5% | -13.9% |
| 7D | -26.2% | +7.1% | -33.3% | -28.2% |
| 30D | -45.5% | +12.8% | -58.3% | -48.1% |
| 3M | -53.4% | -14.7% | -38.7% | -50.7% |
| 6M | -63.2% | -9.9% | -53.2% | -61.9% |
| YTD | -69.2% | -16.1% | -53.0% | -67.4% |
| 1Y | -88.5% | +0.2% | -88.6% | -88.6% |
| All | +41.9% | +133.7% | -91.8% | +12.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling