-73.1%
SMR vs EXPE
+40.7%
-113.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.4% |
| 7D | +4.4% | -9.5% | +13.9% | +5.2% |
| 30D | +3.4% | -6.6% | +10.0% | +3.8% |
| 3M | -19.2% | +31.4% | -50.5% | -22.3% |
| 6M | -22.6% | +35.2% | -57.8% | -25.9% |
| YTD | -31.5% | +5.8% | -37.3% | -35.7% |
| 1Y | -73.1% | +38.7% | -111.8% | -75.4% |
| All | -73.1% | +40.7% | -113.7% | -75.4% |
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