-71.1%
SMR vs Q
+75.3%
-146.4%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +2.3% | +12.9% | +13.5% |
| 7D | +21.4% | +6.7% | +14.6% | +15.9% |
| 30D | +13.8% | -10.6% | +24.5% | +23.2% |
| 3M | +3.9% | -14.6% | +18.5% | +14.8% |
| 6M | -4.2% | +12.1% | -16.3% | -16.2% |
| YTD | -21.1% | +51.3% | -72.4% | -48.5% |
| All | -71.1% | +75.3% | -146.4% | -79.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling