-49.5%
SMR vs COMP
+35.2%
-84.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | +10.7% | +5.5% | +14.0% |
| 7D | -9.6% | +13.4% | -23.1% | -11.8% |
| 30D | -33.8% | +11.1% | -44.9% | -35.1% |
| 3M | -46.4% | -18.8% | -27.5% | -44.1% |
| 6M | -62.4% | +10.5% | -72.9% | -63.3% |
| YTD | -64.1% | -3.4% | -60.7% | -64.2% |
| 1Y | -84.3% | +19.7% | -104.0% | -84.9% |
| 3Y | +55.8% | +381.6% | -325.8% | +21.0% |
| All | -49.5% | +35.2% | -84.7% | -59.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling