-62.4%
SMR vs ES
+4.1%
-66.5%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | -2.9% | +19.1% | +14.6% |
| 7D | -9.6% | +1.9% | -11.5% | -9.5% |
| 30D | -33.8% | +7.1% | -40.8% | -33.1% |
| 3M | -46.4% | -1.9% | -44.4% | -47.3% |
| 6M | -62.4% | +4.4% | -66.8% | -63.4% |
| All | -62.4% | +4.1% | -66.5% | -63.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling