-85.6%
SMR vs Q
+19.7%
-105.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.1% | -4.4% | -4.4% |
| 7D | -9.5% | -3.3% | -6.3% | -7.3% |
| 30D | -33.2% | -9.7% | -23.5% | -28.2% |
| 3M | -45.9% | -16.1% | -29.8% | -39.3% |
| 6M | -57.9% | -15.7% | -42.2% | -54.2% |
| YTD | -63.8% | +45.7% | -109.5% | -77.5% |
| 1Y | -85.6% | +18.0% | -103.6% | -89.5% |
| All | -85.6% | +19.7% | -105.3% | -89.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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