-36.7%
SMR vs M
+2.7%
-39.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | -4.6% | +20.8% | +17.5% |
| 7D | -9.6% | -4.3% | -5.3% | -6.5% |
| 30D | -33.8% | +1.3% | -35.0% | -34.8% |
| All | -36.7% | +2.7% | -39.4% | -38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1mo: compounded portfolio wealth divided by compounded M 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…
1mo analysis · Full analysis span regression · Available span rolling