-72.1%
SMR vs Q
+78.4%
-150.5%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.8% | -5.1% | -4.6% |
| 7D | +13.1% | +6.6% | +6.5% | +7.9% |
| 30D | +17.8% | -6.6% | +24.3% | +22.9% |
| 3M | +8.1% | -13.2% | +21.3% | +18.0% |
| 6M | -11.1% | +9.9% | -21.1% | -21.0% |
| YTD | -23.7% | +53.9% | -77.7% | -50.8% |
| All | -72.1% | +78.4% | -150.5% | -80.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling