+1.5%
SMR vs MKTX
-54.3%
+55.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.1% | -5.4% | -5.5% |
| 7D | +4.7% | -0.2% | +4.9% | +4.7% |
| 30D | +3.2% | +0.8% | +2.4% | +3.2% |
| 3M | +9.9% | +41.1% | -31.2% | +9.8% |
| 6M | -15.1% | -9.5% | -5.6% | -16.1% |
| YTD | -27.9% | -8.7% | -19.3% | -28.7% |
| 1Y | -70.2% | -10.0% | -60.3% | -70.5% |
| 3Y | +72.5% | -24.6% | +97.1% | +74.1% |
| All | +1.5% | -54.3% | +55.8% | +1.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling