+55.8%
SMR vs P
+175.5%
-119.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | +3.5% | +12.7% | +14.4% |
| 7D | -9.6% | -23.8% | +14.2% | +4.2% |
| 30D | -33.8% | -36.6% | +2.9% | -16.5% |
| 3M | -46.4% | +10.9% | -57.2% | -51.5% |
| 6M | -62.4% | +30.0% | -92.4% | -69.2% |
| YTD | -64.1% | +44.4% | -108.5% | -72.7% |
| 1Y | -84.3% | +3.9% | -88.3% | -86.3% |
| 3Y | +55.8% | +176.6% | -120.8% | -2.5% |
| All | +55.8% | +175.5% | -119.7% | -2.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling