-69.4%
SMR vs M
+30.1%
-99.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.2% | +0.9% | -1.9% |
| 7D | +13.1% | -4.1% | +17.1% | +14.4% |
| 30D | +17.8% | -13.6% | +31.4% | +23.5% |
| 3M | +8.1% | -2.3% | +10.4% | +7.1% |
| 6M | -11.1% | +21.9% | -33.0% | -19.2% |
| YTD | -23.7% | -0.6% | -23.1% | -25.3% |
| 1Y | -69.4% | +29.7% | -99.1% | -76.6% |
| All | -69.4% | +30.1% | -99.5% | -76.6% |
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