+7.5%
SMR vs PSLV
+156.5%
-149.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.4% | -5.7% | -4.6% |
| 7D | +13.1% | +3.3% | +9.7% | +11.0% |
| 30D | +17.8% | +2.1% | +15.6% | +16.3% |
| 3M | +8.1% | +7.1% | +1.0% | +3.9% |
| 6M | -11.1% | -21.6% | +10.5% | -0.5% |
| YTD | -23.7% | -6.7% | -17.0% | -27.6% |
| 1Y | -69.4% | +59.3% | -128.7% | -79.4% |
| 3Y | +82.6% | +182.1% | -99.5% | -11.4% |
| All | +7.5% | +156.5% | -149.1% | -45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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