-80.4%
SMR vs P
+17.1%
-97.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.4% | -4.2% | -1.8% |
| 7D | +1.9% | -4.7% | +6.7% | +4.4% |
| 30D | -21.9% | -31.4% | +9.5% | -9.2% |
| 3M | -47.1% | -2.6% | -44.5% | -47.7% |
| 6M | -60.6% | +21.9% | -82.6% | -65.8% |
| YTD | -63.1% | +58.9% | -122.0% | -71.3% |
| 1Y | -80.4% | +21.7% | -102.2% | -84.3% |
| All | -80.4% | +17.1% | -97.6% | -84.3% |
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