+88.9%
SMR vs PH
+141.1%
-52.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -0.7% | +16.0% | +16.0% |
| 7D | +21.4% | +0.4% | +21.0% | +20.8% |
| 30D | +13.8% | -10.8% | +24.7% | +27.4% |
| 3M | +3.9% | +8.5% | -4.6% | -6.2% |
| 6M | -4.2% | +3.9% | -8.1% | -11.0% |
| YTD | -21.1% | +9.4% | -30.5% | -30.9% |
| 1Y | -67.1% | +26.8% | -93.9% | -76.2% |
| 3Y | +88.9% | +140.8% | -51.9% | -37.1% |
| All | +88.9% | +141.1% | -52.2% | -37.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling