+101.7%
SMR vs EXE
+21.0%
+80.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.8% | -4.2% | -3.8% |
| 7D | -8.3% | +5.3% | -13.6% | -11.0% |
| 30D | -20.1% | -2.2% | -17.9% | -19.1% |
| 3M | -52.7% | -5.9% | -46.8% | -51.1% |
| 6M | -61.0% | -5.7% | -55.3% | -60.4% |
| YTD | -67.1% | -17.8% | -49.3% | -64.0% |
| 1Y | -79.9% | -23.1% | -56.7% | -76.6% |
| 3Y | +101.7% | +21.2% | +80.5% | +66.6% |
| All | +101.7% | +21.0% | +80.8% | +66.6% |
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