-79.9%
SMR vs M
+24.3%
-104.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.5% | -4.8% | -3.6% |
| 7D | -8.3% | +7.0% | -15.3% | -9.2% |
| 30D | -20.1% | +8.9% | -29.0% | -20.8% |
| 3M | -52.7% | +4.5% | -57.2% | -52.4% |
| 6M | -61.0% | +36.2% | -97.2% | -63.1% |
| YTD | -67.1% | +15.1% | -82.2% | -68.1% |
| 1Y | -79.9% | +27.4% | -107.3% | -79.7% |
| All | -79.9% | +24.3% | -104.2% | -79.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling