-73.1%
SMR vs AU
+100.5%
-173.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | +0.8% |
| 7D | +4.4% | -3.6% | +8.1% | +6.6% |
| 30D | +3.4% | +23.9% | -20.5% | -9.2% |
| 3M | -19.2% | +19.1% | -38.2% | -27.6% |
| 6M | -22.6% | -0.2% | -22.5% | -25.0% |
| YTD | -31.5% | +32.5% | -64.0% | -45.4% |
| 1Y | -73.1% | +96.9% | -170.0% | -86.0% |
| All | -73.1% | +100.5% | -173.6% | -86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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