+7.5%
SMR vs NI
+66.3%
-58.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -2.9% |
| 7D | +13.1% | +1.3% | +11.8% | +12.1% |
| 30D | +17.8% | -0.3% | +18.0% | +17.9% |
| 3M | +8.1% | -9.5% | +17.6% | +16.2% |
| 6M | -11.1% | -10.2% | -0.9% | -4.4% |
| YTD | -23.7% | +1.8% | -25.5% | -26.7% |
| 1Y | -69.4% | +5.7% | -75.1% | -71.7% |
| 3Y | +82.6% | +69.6% | +13.0% | +13.5% |
| All | +7.5% | +66.3% | -58.8% | -31.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling