+88.9%
SMR vs IR
+8.4%
+80.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -1.6% | +16.9% | +16.7% |
| 7D | +21.4% | +0.6% | +20.8% | +20.5% |
| 30D | +13.8% | -13.6% | +27.5% | +28.8% |
| 3M | +3.9% | +3.7% | +0.2% | -2.4% |
| 6M | -4.2% | -13.1% | +8.9% | +5.7% |
| YTD | -21.1% | -5.1% | -16.0% | -19.8% |
| 1Y | -67.1% | -6.5% | -60.6% | -66.2% |
| 3Y | +88.9% | +8.5% | +80.3% | +56.7% |
| All | +88.9% | +8.4% | +80.5% | +56.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling