-85.6%
SMR vs BR
-14.2%
-71.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.0% | -7.5% | -3.2% |
| 7D | -9.5% | +7.0% | -16.5% | -6.9% |
| 30D | -33.2% | +19.0% | -52.2% | -28.2% |
| 3M | -45.9% | +13.1% | -59.0% | -42.8% |
| 6M | -57.9% | +24.6% | -82.5% | -52.3% |
| YTD | -63.8% | -13.6% | -50.2% | -65.5% |
| 1Y | -85.6% | -13.1% | -72.5% | -85.9% |
| All | -85.6% | -14.2% | -71.4% | -85.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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