+11.1%
SMR vs O
+16.7%
-5.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -0.4% | +15.6% | +15.4% |
| 7D | +21.4% | -0.6% | +21.9% | +21.6% |
| 30D | +13.8% | -2.0% | +15.8% | +14.7% |
| 3M | +3.9% | +3.0% | +0.9% | +1.2% |
| 6M | -4.2% | -3.6% | -0.6% | -3.5% |
| YTD | -21.1% | +12.1% | -33.2% | -27.1% |
| 1Y | -67.1% | +8.9% | -76.0% | -69.1% |
| 3Y | +88.9% | +30.3% | +58.5% | +50.7% |
| All | +11.1% | +16.7% | -5.6% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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