-85.6%
SMR vs LYB
+47.4%
-133.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.7% | +0.3% | -5.5% |
| 7D | -9.5% | -6.2% | -3.3% | -10.7% |
| 30D | -33.2% | +6.3% | -39.5% | -32.1% |
| 3M | -45.9% | +4.1% | -50.0% | -45.1% |
| 6M | -57.9% | -15.5% | -42.4% | -58.6% |
| YTD | -63.8% | +50.2% | -114.0% | -67.4% |
| 1Y | -85.6% | +50.6% | -136.2% | -87.3% |
| All | -85.6% | +47.4% | -133.0% | -87.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 LYB 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