+55.8%
SMR vs PL
+455.3%
-399.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | +10.4% | +5.9% | +12.0% |
| 7D | -9.6% | -6.8% | -2.8% | -6.4% |
| 30D | -33.8% | -29.3% | -4.5% | -23.3% |
| 3M | -46.4% | -44.8% | -1.6% | -31.8% |
| 6M | -62.4% | -68.4% | +6.0% | -42.0% |
| YTD | -64.1% | -36.4% | -27.8% | -59.3% |
| 1Y | -84.3% | +0.7% | -85.1% | -85.4% |
| 3Y | +55.8% | +455.3% | -399.5% | -45.7% |
| All | +55.8% | +455.3% | -399.5% | -45.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling