-48.1%
SMR vs EXC
+27.5%
-75.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.8% | -4.0% |
| 7D | -2.8% | +0.1% | -2.9% | -2.9% |
| 30D | -27.5% | +9.0% | -36.5% | -28.5% |
| 3M | -43.1% | +3.3% | -46.4% | -43.5% |
| 6M | -58.4% | +5.7% | -64.1% | -59.1% |
| YTD | -63.2% | +7.3% | -70.5% | -64.4% |
| 1Y | -81.6% | +2.9% | -84.6% | -82.0% |
| 3Y | +149.8% | +29.3% | +120.4% | +111.8% |
| All | -48.1% | +27.5% | -75.6% | -54.1% |
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 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