-49.5%
SMR vs RF
+44.6%
-94.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | -0.4% | +16.6% | +16.5% |
| 7D | -9.6% | -0.9% | -8.7% | -8.9% |
| 30D | -33.8% | +6.0% | -39.8% | -36.6% |
| 3M | -46.4% | -8.9% | -37.5% | -42.8% |
| 6M | -62.4% | +2.3% | -64.8% | -63.8% |
| YTD | -64.1% | +7.6% | -71.7% | -66.7% |
| 1Y | -84.3% | +21.2% | -105.5% | -86.8% |
| 3Y | +55.8% | +108.5% | -52.7% | -7.9% |
| All | -49.5% | +44.6% | -94.1% | -67.6% |
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