-75.5%
SMR vs GEN
+5.1%
-80.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +1.0% | -16.6% | -16.0% |
| 7D | -11.2% | -1.3% | -10.0% | -11.0% |
| 30D | -10.2% | +6.1% | -16.3% | -12.6% |
| 3M | -10.0% | +27.0% | -37.0% | -19.6% |
| 6M | -30.5% | +43.9% | -74.3% | -42.5% |
| YTD | -39.2% | +13.0% | -52.2% | -48.7% |
| 1Y | -75.5% | +4.0% | -79.5% | -74.6% |
| All | -75.5% | +5.1% | -80.6% | -74.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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