-48.0%
SMR vs ROL
+25.7%
-73.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +1.9% | +0.8% | +1.2% | +1.8% |
| 30D | -21.9% | +20.6% | -42.5% | -23.7% |
| 3M | -47.1% | +4.5% | -51.6% | -47.4% |
| 6M | -60.6% | -26.5% | -34.1% | -58.3% |
| YTD | -63.1% | -34.8% | -28.3% | -59.6% |
| 1Y | -80.4% | -33.2% | -47.3% | -78.8% |
| 3Y | +150.2% | +4.5% | +145.8% | +131.8% |
| All | -48.0% | +25.7% | -73.7% | -51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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