-73.1%
SMR vs IT
-24.5%
-48.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.1% | -0.8% |
| 7D | +4.4% | -6.0% | +10.4% | +4.0% |
| 30D | +3.4% | 0.0% | +3.4% | +3.3% |
| 3M | -19.2% | +13.1% | -32.2% | -16.0% |
| 6M | -22.6% | +11.7% | -34.3% | -19.5% |
| YTD | -31.5% | -26.1% | -5.4% | -26.9% |
| 1Y | -73.1% | -21.3% | -51.8% | -71.1% |
| All | -73.1% | -24.5% | -48.6% | -71.1% |
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