+45.4%
SMR vs LYB
-23.1%
+68.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -0.9% | -14.7% | -15.4% |
| 7D | -11.2% | +0.3% | -11.5% | -11.2% |
| 30D | -10.2% | +2.5% | -12.7% | -10.9% |
| 3M | -10.0% | +1.4% | -11.4% | -10.6% |
| 6M | -30.5% | -3.5% | -27.0% | -33.4% |
| YTD | -39.2% | +52.0% | -91.2% | -54.9% |
| 1Y | -75.5% | +22.1% | -97.6% | -79.6% |
| 3Y | +45.4% | -22.8% | +68.2% | +71.6% |
| All | +45.4% | -23.1% | +68.6% | +71.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling