-79.9%
SMR vs IR
+10.2%
-90.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.0% | -3.1% |
| 7D | -8.3% | +2.5% | -10.8% | -9.8% |
| 30D | -20.1% | +9.2% | -29.2% | -24.6% |
| 3M | -52.7% | +0.9% | -53.6% | -52.9% |
| 6M | -61.0% | +19.2% | -80.3% | -66.8% |
| YTD | -67.1% | +7.5% | -74.6% | -69.9% |
| 1Y | -79.9% | +11.7% | -91.6% | -82.0% |
| All | -79.9% | +10.2% | -90.1% | -82.0% |
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