-49.5%
SMR vs P
+276.3%
-325.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | +3.5% | +12.7% | +14.6% |
| 7D | -9.6% | -23.8% | +14.2% | +2.4% |
| 30D | -33.8% | -36.6% | +2.9% | -18.9% |
| 3M | -46.4% | +10.9% | -57.2% | -50.5% |
| 6M | -62.4% | +30.0% | -92.4% | -68.1% |
| YTD | -64.1% | +44.4% | -108.5% | -71.2% |
| 1Y | -84.3% | +3.9% | -88.3% | -85.9% |
| 3Y | +55.8% | +176.6% | -120.8% | +3.5% |
| All | -49.5% | +276.3% | -325.8% | -68.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling