-73.1%
SMR vs IR
-1.2%
-71.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -1.3% |
| 7D | +4.4% | -2.8% | +7.2% | +6.3% |
| 30D | +3.4% | -15.1% | +18.5% | +15.2% |
| 3M | -19.2% | +6.1% | -25.2% | -24.8% |
| 6M | -22.6% | -16.8% | -5.8% | -14.6% |
| YTD | -31.5% | -3.5% | -28.0% | -30.6% |
| 1Y | -73.1% | -3.5% | -69.6% | -71.8% |
| All | -73.1% | -1.2% | -71.8% | -71.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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