-69.4%
SMR vs EXC
+5.3%
-74.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -3.8% |
| 7D | +13.1% | +0.3% | +12.7% | +13.3% |
| 30D | +17.8% | -0.9% | +18.6% | +16.8% |
| 3M | +8.1% | -2.7% | +10.8% | +5.9% |
| 6M | -11.1% | -9.4% | -1.7% | -15.4% |
| YTD | -23.7% | +3.0% | -26.7% | -22.6% |
| 1Y | -69.4% | +5.1% | -74.6% | -64.7% |
| All | -69.4% | +5.3% | -74.7% | -64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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