-74.9%
SMR vs Q
+71.3%
-146.3%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -1.8% |
| 7D | +4.4% | +0.2% | +4.2% | +4.2% |
| 30D | +3.4% | -11.1% | +14.5% | +12.1% |
| 3M | -19.2% | -22.1% | +3.0% | -4.1% |
| 6M | -22.6% | +0.5% | -23.1% | -26.3% |
| YTD | -31.5% | +47.8% | -79.4% | -54.6% |
| All | -74.9% | +71.3% | -146.3% | -82.3% |
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