-73.1%
SMR vs BG
+50.1%
-123.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.4% |
| 7D | +4.4% | +2.8% | +1.6% | +4.1% |
| 30D | +3.4% | +12.0% | -8.6% | +1.7% |
| 3M | -19.2% | -7.7% | -11.5% | -16.3% |
| 6M | -22.6% | +4.5% | -27.1% | -26.6% |
| YTD | -31.5% | +35.7% | -67.2% | -44.8% |
| 1Y | -73.1% | +50.1% | -123.2% | -79.1% |
| All | -73.1% | +50.1% | -123.2% | -79.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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