-85.6%
SMR vs IT
-17.9%
-67.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.5% | -5.9% | -4.2% |
| 7D | -9.5% | -5.5% | -4.1% | -10.2% |
| 30D | -33.2% | +10.3% | -43.6% | -31.9% |
| 3M | -45.9% | +11.5% | -57.5% | -44.4% |
| 6M | -57.9% | +40.3% | -98.1% | -54.9% |
| YTD | -63.8% | -17.9% | -45.9% | -61.7% |
| 1Y | -85.6% | -8.8% | -76.8% | -86.0% |
| All | -85.6% | -17.9% | -67.7% | -86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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