-80.9%
SMR vs COMP
+25.5%
-106.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +5.7% | +1.4% | +3.8% |
| 7D | +1.7% | +14.5% | -12.9% | -5.4% |
| 30D | -24.4% | +14.9% | -39.4% | -30.1% |
| 3M | -44.6% | -14.2% | -30.4% | -40.1% |
| 6M | -56.7% | +23.7% | -80.4% | -63.1% |
| YTD | -61.6% | +2.1% | -63.7% | -63.9% |
| All | -80.9% | +25.5% | -106.3% | -82.2% |
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