+55.8%
SMR vs PR
+64.2%
-8.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | +1.9% | +14.3% | +15.4% |
| 7D | -9.6% | -16.4% | +6.8% | -2.6% |
| 30D | -33.8% | -1.9% | -31.9% | -33.4% |
| 3M | -46.4% | +8.0% | -54.3% | -48.5% |
| 6M | -62.4% | +4.1% | -66.5% | -63.8% |
| YTD | -64.1% | +58.7% | -122.8% | -73.9% |
| 1Y | -84.3% | +75.8% | -160.2% | -89.4% |
| 3Y | +55.8% | +73.2% | -17.3% | -0.5% |
| All | +55.8% | +64.2% | -8.4% | -0.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling