-85.6%
SMR vs MKTX
+5.4%
-91.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | 0.0% | -4.4% | -4.5% |
| 7D | -9.5% | +0.5% | -10.0% | -9.6% |
| 30D | -33.2% | +1.0% | -34.2% | -33.2% |
| 3M | -45.9% | +2.5% | -48.4% | -46.0% |
| 6M | -57.9% | +8.0% | -65.9% | -62.2% |
| YTD | -63.8% | -7.3% | -56.5% | -68.0% |
| 1Y | -85.6% | +4.7% | -90.3% | -88.1% |
| All | -85.6% | +5.4% | -91.0% | -88.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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