+11.1%
SMR vs M
+3.3%
+7.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -2.6% | +17.9% | +16.2% |
| 7D | +21.4% | +2.4% | +19.0% | +20.2% |
| 30D | +13.8% | -11.6% | +25.5% | +18.8% |
| 3M | +3.9% | +1.6% | +2.3% | +2.2% |
| 6M | -4.2% | +25.2% | -29.4% | -12.9% |
| YTD | -21.1% | +3.8% | -24.9% | -23.6% |
| 1Y | -67.1% | +36.3% | -103.4% | -71.4% |
| 3Y | +88.9% | +116.3% | -27.5% | +44.6% |
| All | +11.1% | +3.3% | +7.8% | -11.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling