-49.5%
SMR vs ES
+3.9%
-53.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | -2.9% | +19.1% | +17.4% |
| 7D | -9.6% | +1.9% | -11.5% | -10.8% |
| 30D | -33.8% | +7.1% | -40.8% | -36.1% |
| 3M | -46.4% | -1.9% | -44.4% | -46.2% |
| 6M | -62.4% | +4.4% | -66.8% | -63.7% |
| YTD | -64.1% | +7.3% | -71.5% | -66.0% |
| 1Y | -84.3% | +2.1% | -86.5% | -84.9% |
| 3Y | +55.8% | +41.8% | +14.0% | +18.4% |
| All | -49.5% | +3.9% | -53.4% | -55.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling