-49.5%
SMR vs EXC
+27.8%
-77.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | -2.0% | +18.2% | +16.5% |
| 7D | -9.6% | -1.2% | -8.4% | -9.6% |
| 30D | -33.8% | +10.0% | -43.7% | -34.8% |
| 3M | -46.4% | +1.6% | -48.0% | -46.5% |
| 6M | -62.4% | +3.3% | -65.7% | -62.9% |
| YTD | -64.1% | +7.6% | -71.7% | -65.4% |
| 1Y | -84.3% | +3.5% | -87.8% | -84.7% |
| 3Y | +55.8% | +27.7% | +28.2% | +33.6% |
| All | -49.5% | +27.8% | -77.3% | -55.4% |
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