-79.9%
SMR vs PR
+78.8%
-158.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.2% | -4.5% | -3.2% |
| 7D | -8.3% | +6.0% | -14.2% | -7.6% |
| 30D | -20.1% | -4.2% | -15.9% | -20.8% |
| 3M | -52.7% | +10.0% | -62.7% | -51.2% |
| 6M | -61.0% | +15.6% | -76.6% | -58.7% |
| YTD | -67.1% | +68.2% | -135.3% | -70.4% |
| 1Y | -79.9% | +79.2% | -159.1% | -82.4% |
| All | -79.9% | +78.8% | -158.7% | -82.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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