+11.1%
SMR vs EXC
+23.1%
-12.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +0.7% | +14.5% | +15.2% |
| 7D | +21.4% | +1.2% | +20.2% | +21.2% |
| 30D | +13.8% | -2.7% | +16.6% | +14.3% |
| 3M | +3.9% | -1.0% | +4.9% | +3.6% |
| 6M | -4.2% | -9.3% | +5.1% | -2.8% |
| YTD | -21.1% | +3.6% | -24.7% | -23.4% |
| 1Y | -67.1% | +5.9% | -73.0% | -68.3% |
| 3Y | +88.9% | +21.3% | +67.6% | +64.0% |
| All | +11.1% | +23.1% | -12.0% | -1.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling