+7.5%
SMR vs PSX
+259.4%
-251.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.6% | -3.9% | -3.6% |
| 7D | +13.1% | +1.8% | +11.2% | +12.4% |
| 30D | +17.8% | +21.6% | -3.9% | +9.0% |
| 3M | +8.1% | +46.5% | -38.4% | -8.0% |
| 6M | -11.1% | +62.0% | -73.1% | -29.1% |
| YTD | -23.7% | +106.3% | -130.0% | -45.9% |
| 1Y | -69.4% | +103.0% | -172.4% | -78.3% |
| 3Y | +82.6% | +135.5% | -52.9% | +18.1% |
| All | +7.5% | +259.4% | -251.9% | -40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling