-53.7%
SMR vs PSX
+265.1%
-318.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.8% | -4.1% | -3.6% |
| 7D | -8.3% | +7.8% | -16.1% | -10.7% |
| 30D | -20.1% | -10.9% | -9.2% | -17.0% |
| 3M | -52.7% | +14.5% | -67.2% | -55.6% |
| 6M | -61.0% | +56.1% | -117.2% | -68.2% |
| YTD | -67.1% | +109.6% | -176.7% | -77.1% |
| 1Y | -79.9% | +95.5% | -175.4% | -85.5% |
| 3Y | +101.7% | +156.2% | -54.5% | +25.3% |
| All | -53.7% | +265.1% | -318.8% | -74.5% |
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 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