-62.4%
SMR vs PAAS
-23.7%
-38.7%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | +1.5% | +14.8% | +15.3% |
| 7D | -9.6% | +8.4% | -18.0% | -14.5% |
| 30D | -33.8% | -7.2% | -26.6% | -30.2% |
| 3M | -46.4% | -14.0% | -32.3% | -41.7% |
| 6M | -62.4% | -26.8% | -35.7% | -54.7% |
| All | -62.4% | -23.7% | -38.7% | -54.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling