-59.1%
SMR vs M
+29.3%
-88.4%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +8.1% | -1.0% | +6.0% |
| 7D | +1.7% | +2.5% | -0.9% | +1.7% |
| 30D | -24.4% | +10.1% | -34.5% | -24.8% |
| 3M | -44.6% | -0.9% | -43.7% | -42.2% |
| All | -59.1% | +29.3% | -88.4% | -65.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling