+55.8%
SMR vs PAAS
+182.2%
-126.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | +1.5% | +14.8% | +15.4% |
| 7D | -9.6% | +8.4% | -18.0% | -14.2% |
| 30D | -33.8% | -7.2% | -26.6% | -30.9% |
| 3M | -46.4% | -14.0% | -32.3% | -41.9% |
| 6M | -62.4% | -26.8% | -35.7% | -55.3% |
| YTD | -64.1% | -19.8% | -44.4% | -60.1% |
| 1Y | -84.3% | +22.8% | -107.2% | -86.7% |
| 3Y | +55.8% | +183.6% | -127.8% | -34.4% |
| All | +55.8% | +182.2% | -126.3% | -34.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling