-84.3%
SMR vs PR
+80.1%
-164.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | +1.9% | +14.3% | +16.5% |
| 7D | -9.6% | -16.4% | +6.8% | -13.1% |
| 30D | -33.8% | -1.9% | -31.9% | -33.6% |
| 3M | -46.4% | +8.0% | -54.3% | -44.3% |
| 6M | -62.4% | +4.1% | -66.5% | -60.6% |
| YTD | -64.1% | +58.7% | -122.8% | -66.7% |
| 1Y | -84.3% | +75.8% | -160.2% | -86.4% |
| All | -84.3% | +80.1% | -164.4% | -86.4% |
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