-73.1%
SMR vs PSX
+101.0%
-174.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | +4.4% | +4.5% | -0.1% | +4.8% |
| 30D | +3.4% | +26.6% | -23.2% | +4.8% |
| 3M | -19.2% | +39.3% | -58.4% | -17.4% |
| 6M | -22.6% | +56.8% | -79.5% | -24.3% |
| YTD | -31.5% | +101.8% | -133.4% | -40.5% |
| 1Y | -73.1% | +99.6% | -172.7% | -76.5% |
| All | -73.1% | +101.0% | -174.1% | -76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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