-3.6%
SMR vs PAAS
+135.9%
-139.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | +0.6% |
| 7D | +4.4% | -2.9% | +7.3% | +5.9% |
| 30D | +3.4% | +6.8% | -3.4% | -0.3% |
| 3M | -19.2% | -2.9% | -16.3% | -18.3% |
| 6M | -22.6% | -16.4% | -6.2% | -16.3% |
| YTD | -31.5% | 0.0% | -31.6% | -32.1% |
| 1Y | -73.1% | +54.3% | -127.4% | -77.9% |
| 3Y | +55.0% | +230.7% | -175.7% | -11.4% |
| All | -3.6% | +135.9% | -139.5% | -40.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling