-3.6%
SMR vs ES
+4.4%
-8.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | +4.4% | +0.3% | +4.1% | +4.3% |
| 30D | +3.4% | -2.0% | +5.4% | +4.1% |
| 3M | -19.2% | +1.7% | -20.8% | -20.5% |
| 6M | -22.6% | -3.5% | -19.1% | -22.1% |
| YTD | -31.5% | +7.9% | -39.5% | -35.0% |
| 1Y | -73.1% | +17.2% | -90.2% | -75.6% |
| 3Y | +55.0% | +29.3% | +25.6% | +22.5% |
| All | -3.6% | +4.4% | -8.0% | -15.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling