-69.4%
SMR vs PAAS
+48.5%
-117.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.7% | -7.0% | -5.7% |
| 7D | +13.1% | +2.6% | +10.4% | +10.9% |
| 30D | +17.8% | +2.5% | +15.3% | +14.8% |
| 3M | +8.1% | +15.1% | -7.0% | -3.5% |
| 6M | -11.1% | -12.1% | +1.0% | -5.8% |
| YTD | -23.7% | +3.1% | -26.8% | -28.9% |
| 1Y | -69.4% | +50.8% | -120.3% | -80.8% |
| All | -69.4% | +48.5% | -117.9% | -80.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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