-48.1%
SMR vs PH
+244.9%
-293.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.9% | -4.9% | -4.8% |
| 7D | -2.8% | +2.1% | -4.9% | -4.0% |
| 30D | -27.5% | +0.3% | -27.8% | -27.6% |
| 3M | -43.1% | -8.8% | -34.3% | -39.1% |
| 6M | -58.4% | +10.0% | -68.5% | -62.2% |
| YTD | -63.2% | +10.5% | -73.6% | -66.8% |
| 1Y | -81.6% | +15.5% | -97.2% | -84.0% |
| 3Y | +149.8% | +136.4% | +13.4% | +33.4% |
| All | -48.1% | +244.9% | -293.1% | -77.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling