+11.1%
SMR vs IR
+50.3%
-39.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -1.6% | +16.9% | +16.4% |
| 7D | +21.4% | +0.6% | +20.8% | +20.7% |
| 30D | +13.8% | -13.6% | +27.5% | +25.5% |
| 3M | +3.9% | +3.7% | +0.2% | -0.7% |
| 6M | -4.2% | -13.1% | +8.9% | +3.8% |
| YTD | -21.1% | -5.1% | -16.0% | -19.3% |
| 1Y | -67.1% | -6.5% | -60.6% | -66.0% |
| 3Y | +88.9% | +8.5% | +80.3% | +89.6% |
| All | +11.1% | +50.3% | -39.2% | -3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling