-85.6%
SMR vs EXPE
+48.9%
-134.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +10.5% | -15.0% | -4.0% |
| 7D | -9.5% | +14.6% | -24.2% | -9.0% |
| 30D | -33.2% | +21.4% | -54.6% | -32.7% |
| 3M | -45.9% | +1.4% | -47.3% | -45.7% |
| 6M | -57.9% | +28.6% | -86.5% | -58.6% |
| YTD | -63.8% | +12.1% | -75.9% | -66.5% |
| 1Y | -85.6% | +50.0% | -135.6% | -86.0% |
| All | -85.6% | +48.9% | -134.5% | -86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 1y: compounded portfolio wealth divided by compounded EXPE 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…
1y analysis · Full analysis span regression · 6 months rolling