+82.6%
SMR vs PSA
+21.5%
+61.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.3% | -1.0% | -2.0% |
| 7D | +13.1% | -2.2% | +15.3% | +14.5% |
| 30D | +17.8% | -9.6% | +27.3% | +24.4% |
| 3M | +8.1% | -7.9% | +16.0% | +11.9% |
| 6M | -11.1% | -2.0% | -9.1% | -12.2% |
| YTD | -23.7% | +15.7% | -39.5% | -32.4% |
| 1Y | -69.4% | +5.8% | -75.2% | -71.5% |
| All | +82.6% | +21.5% | +61.1% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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