+64.9%
SMR vs AS
+134.9%
-69.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | +0.5% | +15.8% | +16.1% |
| 7D | -9.6% | +6.9% | -16.5% | -12.0% |
| 30D | -33.8% | +16.0% | -49.8% | -37.7% |
| 3M | -46.4% | -12.8% | -33.5% | -43.7% |
| 6M | -62.4% | -15.4% | -47.0% | -60.2% |
| YTD | -64.1% | -15.7% | -48.4% | -62.1% |
| 1Y | -84.3% | +6.1% | -90.4% | -84.9% |
| All | +64.9% | +134.9% | -69.9% | +30.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling