-53.7%
SMR vs RF
+47.4%
-101.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.2% | -4.5% | -4.2% |
| 7D | -8.3% | +1.9% | -10.2% | -9.5% |
| 30D | -20.1% | +7.3% | -27.4% | -24.1% |
| 3M | -52.7% | -7.9% | -44.8% | -49.9% |
| 6M | -61.0% | +10.5% | -71.6% | -64.5% |
| YTD | -67.1% | +9.6% | -76.8% | -69.9% |
| 1Y | -79.9% | +20.3% | -100.2% | -82.8% |
| 3Y | +101.7% | +119.5% | -17.8% | +15.2% |
| All | -53.7% | +47.4% | -101.0% | -70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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