+11.1%
SMR vs NDAQ
+77.5%
-66.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -1.9% | +17.2% | +16.3% |
| 7D | +21.4% | -2.6% | +24.0% | +22.8% |
| 30D | +13.8% | +0.5% | +13.4% | +13.1% |
| 3M | +3.9% | +9.9% | -6.0% | -3.4% |
| 6M | -4.2% | +8.2% | -12.4% | -10.6% |
| YTD | -21.1% | -1.5% | -19.6% | -22.2% |
| 1Y | -67.1% | +1.3% | -68.4% | -68.2% |
| 3Y | +88.9% | +92.6% | -3.7% | +36.9% |
| All | +11.1% | +77.5% | -66.4% | -24.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling