-3.6%
SMR vs EXE
+58.3%
-61.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.6% | 0.0% |
| 7D | +4.4% | -0.3% | +4.7% | +4.5% |
| 30D | +3.4% | +8.5% | -5.0% | -0.7% |
| 3M | -19.2% | +5.5% | -24.6% | -21.8% |
| 6M | -22.6% | -5.9% | -16.7% | -21.5% |
| YTD | -31.5% | -9.7% | -21.8% | -30.0% |
| 1Y | -73.1% | +3.6% | -76.7% | -75.0% |
| 3Y | +55.0% | +18.0% | +36.9% | +40.3% |
| All | -3.6% | +58.3% | -61.9% | -15.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling