-73.1%
SMR vs BR
-29.1%
-44.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | -1.9% |
| 7D | +4.4% | -5.3% | +9.7% | +2.0% |
| 30D | +3.4% | +6.4% | -3.0% | +6.7% |
| 3M | -19.2% | +13.6% | -32.8% | -11.8% |
| 6M | -22.6% | -6.7% | -15.9% | -26.7% |
| YTD | -31.5% | -21.1% | -10.4% | -42.7% |
| 1Y | -73.1% | -29.6% | -43.5% | -77.3% |
| All | -73.1% | -29.1% | -44.0% | -77.3% |
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