-85.6%
SMR vs ES
-1.6%
-84.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.1% | -6.5% | -4.7% |
| 7D | -9.5% | +5.3% | -14.8% | -10.1% |
| 30D | -33.2% | +8.9% | -42.1% | -34.0% |
| 3M | -45.9% | -1.9% | -44.0% | -45.9% |
| 6M | -57.9% | +3.9% | -61.8% | -58.6% |
| YTD | -63.8% | +8.3% | -72.1% | -65.2% |
| 1Y | -85.6% | -0.1% | -85.5% | -86.0% |
| All | -85.6% | -1.6% | -84.0% | -86.0% |
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