+72.5%
SMR vs BR
-5.0%
+77.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.1% | -5.6% | -5.6% |
| 7D | +4.7% | -6.0% | +10.7% | +5.4% |
| 30D | +3.2% | -0.9% | +4.1% | +3.3% |
| 3M | +9.9% | +16.4% | -6.5% | +7.2% |
| 6M | -15.1% | -8.2% | -6.9% | -11.5% |
| YTD | -27.9% | -23.2% | -4.7% | -19.3% |
| 1Y | -70.2% | -30.9% | -39.3% | -64.7% |
| All | +72.5% | -5.0% | +77.5% | +25.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling