-79.9%
SMR vs NDAQ
+24.5%
-104.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.2% | -3.3% |
| 7D | -8.3% | +1.3% | -9.5% | -8.4% |
| 30D | -20.1% | +18.0% | -38.0% | -22.1% |
| 3M | -52.7% | +11.5% | -64.2% | -53.6% |
| 6M | -61.0% | +21.1% | -82.1% | -62.6% |
| YTD | -67.1% | +12.8% | -79.9% | -68.9% |
| 1Y | -79.9% | +25.7% | -105.6% | -85.6% |
| All | -79.9% | +24.5% | -104.3% | -85.6% |
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