-3.6%
SMR vs COMP
+47.3%
-50.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.1% | -0.6% |
| 7D | +4.4% | +1.4% | +3.0% | +4.1% |
| 30D | +3.4% | -13.3% | +16.7% | +6.5% |
| 3M | -19.2% | +41.1% | -60.3% | -24.8% |
| 6M | -22.6% | +17.2% | -39.8% | -25.5% |
| YTD | -31.5% | +5.2% | -36.7% | -32.8% |
| 1Y | -73.1% | +18.9% | -92.0% | -74.2% |
| 3Y | +55.0% | +215.9% | -161.0% | +22.5% |
| All | -3.6% | +47.3% | -50.9% | -24.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling