-62.4%
SMR vs IR
+6.3%
-68.7%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | +1.4% | +14.9% | +15.5% |
| 7D | -9.6% | +3.7% | -13.3% | -10.7% |
| 30D | -33.8% | +7.4% | -41.2% | -35.8% |
| 3M | -46.4% | -5.9% | -40.4% | -44.9% |
| 6M | -62.4% | +5.6% | -68.0% | -62.5% |
| All | -62.4% | +6.3% | -68.7% | -62.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling