+149.8%
SMR vs EXPE
+126.3%
+23.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.1% | -2.0% | -3.4% |
| 7D | -2.8% | -11.2% | +8.4% | +0.9% |
| 30D | -27.5% | -7.5% | -20.0% | -26.0% |
| 3M | -43.1% | -19.1% | -24.1% | -40.0% |
| 6M | -58.4% | +10.7% | -69.1% | -61.8% |
| YTD | -63.2% | -9.9% | -53.2% | -64.0% |
| 1Y | -81.6% | -4.6% | -77.0% | -82.6% |
| 3Y | +149.8% | +116.8% | +33.0% | +18.8% |
| All | +149.8% | +126.3% | +23.5% | +18.8% |
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