-73.1%
SMR vs ROP
-21.5%
-51.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.6% | +3.1% | -2.2% |
| 7D | +4.4% | -4.4% | +8.9% | +2.2% |
| 30D | +3.4% | +3.2% | +0.2% | +5.0% |
| 3M | -19.2% | +23.1% | -42.2% | -11.3% |
| 6M | -22.6% | +13.3% | -36.0% | -17.6% |
| YTD | -31.5% | -7.9% | -23.7% | -42.4% |
| 1Y | -73.1% | -22.1% | -51.0% | -81.3% |
| All | -73.1% | -21.5% | -51.6% | -81.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 1y: compounded portfolio wealth divided by compounded ROP 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…
1y analysis · Full analysis span regression · 6 months rolling