+88.9%
SMR vs EXPE
+162.6%
-73.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -7.9% | +23.1% | +18.0% |
| 7D | +21.4% | -9.8% | +31.1% | +25.2% |
| 30D | +13.8% | -11.5% | +25.4% | +17.6% |
| 3M | +3.9% | +21.7% | -17.8% | -6.6% |
| 6M | -4.2% | +10.4% | -14.6% | -10.9% |
| YTD | -21.1% | -2.5% | -18.6% | -24.3% |
| 1Y | -67.1% | +27.3% | -94.4% | -73.0% |
| 3Y | +88.9% | +153.5% | -64.7% | +3.3% |
| All | +88.9% | +162.6% | -73.8% | +3.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling