+82.6%
SMR vs EXE
+17.8%
+64.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.7% | -2.2% |
| 7D | +13.1% | -2.7% | +15.8% | +15.2% |
| 30D | +17.8% | -0.4% | +18.1% | +17.8% |
| 3M | +8.1% | +9.5% | -1.4% | -0.4% |
| 6M | -11.1% | -9.3% | -1.8% | -6.2% |
| YTD | -23.7% | -10.9% | -12.8% | -20.2% |
| 1Y | -69.4% | +4.3% | -73.7% | -74.6% |
| All | +82.6% | +17.8% | +64.8% | +49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 3y: compounded portfolio wealth divided by compounded EXE 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…
3y analysis · Full analysis span regression · 6 months rolling