-49.5%
SMR vs PL
+121.3%
-170.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | +10.4% | +5.9% | +12.6% |
| 7D | -9.6% | -6.8% | -2.8% | -6.8% |
| 30D | -33.8% | -29.3% | -4.5% | -24.8% |
| 3M | -46.4% | -44.8% | -1.6% | -34.0% |
| 6M | -62.4% | -68.4% | +6.0% | -45.2% |
| YTD | -64.1% | -36.4% | -27.8% | -59.5% |
| 1Y | -84.3% | +0.7% | -85.1% | -84.9% |
| 3Y | +55.8% | +455.3% | -399.5% | -20.0% |
| All | -49.5% | +121.3% | -170.8% | -72.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling