-3.6%
SMR vs PR
+202.8%
-206.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | 0.0% |
| 7D | +4.4% | +2.9% | +1.5% | +3.4% |
| 30D | +3.4% | +18.0% | -14.6% | -2.5% |
| 3M | -19.2% | +16.9% | -36.0% | -24.1% |
| 6M | -22.6% | +28.2% | -50.9% | -31.2% |
| YTD | -31.5% | +69.3% | -100.9% | -45.5% |
| 1Y | -73.1% | +69.5% | -142.6% | -78.9% |
| 3Y | +55.0% | +81.7% | -26.7% | +17.7% |
| All | -3.6% | +202.8% | -206.4% | -38.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling