-80.4%
SMR vs EXPE
-2.3%
-78.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | +0.1% |
| 7D | +1.9% | -17.8% | +19.7% | +3.6% |
| 30D | -21.9% | -3.2% | -18.7% | -21.0% |
| 3M | -47.1% | -19.0% | -28.1% | -45.9% |
| 6M | -60.6% | +17.7% | -78.4% | -62.5% |
| YTD | -63.1% | -7.8% | -55.3% | -65.8% |
| 1Y | -80.4% | -1.4% | -79.1% | -82.0% |
| All | -80.4% | -2.3% | -78.1% | -82.0% |
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