-85.6%
SMR vs PH
+20.3%
-105.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.7% | -0.8% | -3.1% |
| 7D | -9.5% | -0.2% | -9.3% | -9.4% |
| 30D | -33.2% | -6.7% | -26.5% | -31.4% |
| 3M | -45.9% | -8.1% | -37.8% | -44.4% |
| 6M | -57.9% | +5.3% | -63.2% | -58.9% |
| YTD | -63.8% | +4.2% | -68.0% | -63.7% |
| 1Y | -85.6% | +19.3% | -104.9% | -83.8% |
| All | -85.6% | +20.3% | -105.9% | -83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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