+82.6%
SMR vs PSX
+134.3%
-51.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.6% | -3.9% | -3.6% |
| 7D | +13.1% | +1.8% | +11.2% | +12.3% |
| 30D | +17.8% | +21.6% | -3.9% | +8.4% |
| 3M | +8.1% | +46.5% | -38.4% | -9.2% |
| 6M | -11.1% | +62.0% | -73.1% | -31.0% |
| YTD | -23.7% | +106.3% | -130.0% | -49.1% |
| 1Y | -69.4% | +103.0% | -172.4% | -79.7% |
| All | +82.6% | +134.3% | -51.7% | -8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling