-3.6%
SMR vs GEN
+16.1%
-19.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.5% |
| 7D | +4.4% | -1.2% | +5.6% | +5.0% |
| 30D | +3.4% | +10.1% | -6.7% | -1.4% |
| 3M | -19.2% | +16.1% | -35.2% | -25.3% |
| 6M | -22.6% | +38.9% | -61.5% | -35.3% |
| YTD | -31.5% | +14.4% | -46.0% | -37.2% |
| 1Y | -73.1% | +5.9% | -78.9% | -74.4% |
| 3Y | +55.0% | +58.8% | -3.8% | +21.0% |
| All | -3.6% | +16.1% | -19.7% | -25.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling