-85.6%
SMR vs COMP
+23.8%
-109.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +7.7% | -12.2% | -8.6% |
| 7D | -9.5% | +9.5% | -19.0% | -14.3% |
| 30D | -33.2% | +8.1% | -41.3% | -36.6% |
| 3M | -45.9% | -16.3% | -29.6% | -41.2% |
| 6M | -57.9% | +42.2% | -100.1% | -68.1% |
| YTD | -63.8% | -5.0% | -58.8% | -65.3% |
| 1Y | -85.6% | +20.1% | -105.7% | -88.1% |
| All | -85.6% | +23.8% | -109.4% | -88.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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