-3.6%
SMR vs NDAQ
+81.0%
-84.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.3% | +0.5% |
| 7D | +4.4% | -2.4% | +6.9% | +5.8% |
| 30D | +3.4% | +2.5% | +1.0% | +1.8% |
| 3M | -19.2% | +9.9% | -29.1% | -24.5% |
| 6M | -22.6% | +9.4% | -32.1% | -28.0% |
| YTD | -31.5% | +0.4% | -32.0% | -33.1% |
| 1Y | -73.1% | +4.0% | -77.1% | -74.4% |
| 3Y | +55.0% | +94.4% | -39.4% | +11.6% |
| All | -3.6% | +81.0% | -84.6% | -35.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling