-85.6%
SMR vs P
+19.7%
-105.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -5.0% | +0.5% | -2.4% |
| 7D | -9.5% | -19.4% | +9.8% | -1.2% |
| 30D | -33.2% | -22.3% | -10.9% | -26.2% |
| 3M | -45.9% | +33.2% | -79.1% | -54.5% |
| 6M | -57.9% | +53.6% | -111.5% | -67.1% |
| YTD | -63.8% | +66.8% | -130.6% | -73.0% |
| 1Y | -85.6% | +17.5% | -103.1% | -88.9% |
| All | -85.6% | +19.7% | -105.3% | -88.9% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 1y: compounded portfolio wealth divided by compounded P 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…
1y analysis · Full analysis span regression · 6 months rolling