-3.6%
SMR vs EXC
+22.2%
-25.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.4% |
| 7D | +4.4% | +0.3% | +4.1% | +4.4% |
| 30D | +3.4% | -3.7% | +7.1% | +3.9% |
| 3M | -19.2% | -1.3% | -17.9% | -19.5% |
| 6M | -22.6% | -9.7% | -12.9% | -21.5% |
| YTD | -31.5% | +2.9% | -34.4% | -33.5% |
| 1Y | -73.1% | +4.4% | -77.5% | -74.0% |
| 3Y | +55.0% | +22.2% | +32.7% | +33.9% |
| All | -3.6% | +22.2% | -25.8% | -14.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling