-48.1%
SMR vs NDAQ
+106.2%
-154.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.4% | -5.4% | -4.8% |
| 7D | -2.8% | +2.9% | -5.6% | -4.1% |
| 30D | -27.5% | +17.5% | -45.0% | -33.7% |
| 3M | -43.1% | +15.4% | -58.6% | -47.6% |
| 6M | -58.4% | +24.6% | -83.0% | -64.0% |
| YTD | -63.2% | +14.4% | -77.6% | -66.5% |
| 1Y | -81.6% | +26.9% | -108.6% | -84.4% |
| 3Y | +149.8% | +119.8% | +29.9% | +67.2% |
| All | -48.1% | +106.2% | -154.3% | -67.6% |
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 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