+72.5%
SMR vs NI
+69.0%
+3.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.6% | -5.0% | -4.9% |
| 7D | +4.7% | -0.6% | +5.3% | +5.6% |
| 30D | +3.2% | -1.4% | +4.6% | +4.7% |
| 3M | +9.9% | -10.6% | +20.5% | +22.9% |
| 6M | -15.1% | -9.9% | -5.2% | -7.2% |
| YTD | -27.9% | +1.2% | -29.1% | -32.7% |
| 1Y | -70.2% | +4.4% | -74.7% | -73.6% |
| All | +72.5% | +69.0% | +3.5% | -34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 3y: compounded portfolio wealth divided by compounded NI 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…
3y analysis · Full analysis span regression · 6 months rolling