-79.9%
SMR vs PH
+13.5%
-93.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | -8.3% | +4.3% | -12.6% | -10.7% |
| 30D | -20.1% | +0.1% | -20.2% | -20.3% |
| 3M | -52.7% | -9.4% | -43.3% | -49.7% |
| 6M | -61.0% | +8.8% | -69.8% | -63.8% |
| YTD | -67.1% | +9.6% | -76.7% | -72.3% |
| 1Y | -79.9% | +14.4% | -94.3% | -84.0% |
| All | -79.9% | +13.5% | -93.3% | -84.0% |
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