-59.8%
SMR vs O
-2.8%
-57.1%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.5% | -7.3% | -8.4% |
| 7D | +10.3% | -0.4% | +10.7% | +9.8% |
| 30D | -25.7% | +8.3% | -34.0% | -18.5% |
| 3M | -49.7% | -4.0% | -45.8% | -54.9% |
| 6M | -59.8% | -2.6% | -57.2% | -62.6% |
| All | -59.8% | -2.8% | -57.1% | -62.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling