-80.4%
SMR vs PR
+73.4%
-153.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.6% | +0.5% |
| 7D | +1.9% | -0.5% | +2.4% | +1.7% |
| 30D | -21.9% | -4.6% | -17.3% | -22.4% |
| 3M | -47.1% | +4.7% | -51.8% | -46.0% |
| 6M | -60.6% | +12.4% | -73.1% | -58.6% |
| YTD | -63.1% | +62.9% | -125.9% | -67.5% |
| 1Y | -80.4% | +70.6% | -151.0% | -83.9% |
| All | -80.4% | +73.4% | -153.8% | -83.9% |
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