-85.6%
SMR vs IDXX
-2.6%
-83.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.9% | -8.4% | -5.1% |
| 7D | -9.5% | +24.1% | -33.6% | -12.9% |
| 30D | -33.2% | +32.5% | -65.7% | -37.5% |
| 3M | -45.9% | +18.8% | -64.7% | -46.6% |
| 6M | -57.9% | +24.0% | -81.9% | -60.3% |
| YTD | -63.8% | +3.3% | -67.1% | -59.3% |
| 1Y | -85.6% | -3.3% | -82.3% | -82.9% |
| All | -85.6% | -2.6% | -83.0% | -82.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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