-48.0%
SMR vs PH
+247.7%
-295.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.5% |
| 7D | +1.9% | +6.9% | -4.9% | -2.9% |
| 30D | -21.9% | +1.7% | -23.6% | -23.0% |
| 3M | -47.1% | -8.1% | -39.0% | -43.7% |
| 6M | -60.6% | +11.5% | -72.1% | -64.6% |
| YTD | -63.1% | +11.4% | -74.5% | -67.0% |
| 1Y | -80.4% | +14.1% | -94.5% | -82.8% |
| 3Y | +150.2% | +138.2% | +12.0% | +32.8% |
| All | -48.0% | +247.7% | -295.7% | -77.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling