+55.8%
SMR vs COMP
+353.8%
-297.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | +10.7% | +5.5% | +12.1% |
| 7D | -9.6% | +13.4% | -23.1% | -13.6% |
| 30D | -33.8% | +11.1% | -44.9% | -36.4% |
| 3M | -46.4% | -18.8% | -27.5% | -42.2% |
| 6M | -62.4% | +10.5% | -72.9% | -64.3% |
| YTD | -64.1% | -3.4% | -60.7% | -64.7% |
| 1Y | -84.3% | +19.7% | -104.0% | -85.5% |
| 3Y | +55.8% | +381.6% | -325.8% | -43.0% |
| All | +55.8% | +353.8% | -297.9% | -43.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling