+1.5%
SMR vs LYB
-8.1%
+9.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.3% | -5.2% | -5.5% |
| 7D | +4.7% | -0.7% | +5.4% | +5.0% |
| 30D | +3.2% | +1.5% | +1.7% | +2.6% |
| 3M | +9.9% | -0.3% | +10.2% | +9.3% |
| 6M | -15.1% | +0.1% | -15.2% | -19.8% |
| YTD | -27.9% | +53.4% | -81.4% | -45.5% |
| 1Y | -70.2% | +25.6% | -95.9% | -75.4% |
| 3Y | +72.5% | -21.3% | +93.8% | +84.2% |
| All | +1.5% | -8.1% | +9.6% | +2.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling