-81.6%
SMR vs PL
+7.9%
-89.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -3.7% |
| 7D | -2.8% | +5.6% | -8.4% | -5.0% |
| 30D | -27.5% | -16.9% | -10.6% | -21.4% |
| 3M | -43.1% | -38.2% | -4.9% | -30.7% |
| 6M | -58.4% | -63.4% | +5.0% | -38.8% |
| YTD | -63.2% | -27.6% | -35.5% | -61.3% |
| 1Y | -81.6% | +6.6% | -88.2% | -83.1% |
| All | -81.6% | +7.9% | -89.5% | -83.1% |
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