-80.9%
SMR vs PR
+66.2%
-147.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.1% | +8.1% | +7.0% |
| 7D | +1.7% | -12.4% | +14.1% | -0.8% |
| 30D | -24.4% | -6.6% | -17.9% | -24.9% |
| 3M | -44.6% | +7.5% | -52.1% | -42.6% |
| 6M | -56.7% | +10.8% | -67.4% | -54.5% |
| YTD | -61.6% | +57.0% | -118.6% | -65.5% |
| All | -80.9% | +66.2% | -147.0% | -84.0% |
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