-73.1%
SMR vs PL
+176.6%
-249.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.7% | -0.1% |
| 7D | +4.4% | -9.3% | +13.7% | +7.7% |
| 30D | +3.4% | -18.9% | +22.3% | +11.0% |
| 3M | -19.2% | -58.4% | +39.2% | +6.4% |
| 6M | -22.6% | -30.3% | +7.7% | -15.5% |
| YTD | -31.5% | -8.1% | -23.4% | -31.2% |
| 1Y | -73.1% | +180.5% | -253.6% | -75.5% |
| All | -73.1% | +176.6% | -249.7% | -75.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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