-73.1%
SMR vs ES
+16.6%
-89.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.4% |
| 7D | +4.4% | +0.3% | +4.1% | +4.3% |
| 30D | +3.4% | -2.0% | +5.4% | +3.9% |
| 3M | -19.2% | +1.7% | -20.8% | -20.7% |
| 6M | -22.6% | -3.5% | -19.1% | -22.0% |
| YTD | -31.5% | +7.9% | -39.5% | -36.1% |
| 1Y | -73.1% | +17.2% | -90.2% | -82.1% |
| All | -73.1% | +16.6% | -89.6% | -82.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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