-69.4%
SMR vs EXPE
+26.5%
-95.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -3.3% |
| 7D | +13.1% | -11.5% | +24.6% | +13.5% |
| 30D | +17.8% | -13.1% | +30.8% | +18.2% |
| 3M | +8.1% | +18.1% | -10.0% | +4.3% |
| 6M | -11.1% | +13.3% | -24.4% | -14.6% |
| YTD | -23.7% | -3.2% | -20.5% | -28.3% |
| 1Y | -69.4% | +26.1% | -95.6% | -71.9% |
| All | -69.4% | +26.5% | -95.9% | -71.9% |
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