-48.0%
SMR vs O
+15.1%
-63.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +1.9% | +0.6% | +1.4% | +1.7% |
| 30D | -21.9% | +9.4% | -31.4% | -24.8% |
| 3M | -47.1% | -2.4% | -44.7% | -46.7% |
| 6M | -60.6% | -1.9% | -58.8% | -60.9% |
| YTD | -63.1% | +10.5% | -73.6% | -65.7% |
| 1Y | -80.4% | +10.0% | -90.4% | -81.8% |
| 3Y | +150.2% | +40.5% | +109.8% | +90.3% |
| All | -48.0% | +15.1% | -63.1% | -56.6% |
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