-85.6%
SMR vs NDAQ
+28.8%
-114.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.6% | -7.0% | -4.7% |
| 7D | -9.5% | +3.9% | -13.5% | -9.9% |
| 30D | -33.2% | +19.0% | -52.2% | -34.8% |
| 3M | -45.9% | +17.6% | -63.5% | -47.4% |
| 6M | -57.9% | +21.0% | -78.9% | -59.3% |
| YTD | -63.8% | +14.1% | -77.9% | -66.1% |
| 1Y | -85.6% | +29.4% | -115.0% | -89.1% |
| All | -85.6% | +28.8% | -114.4% | -89.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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