+108.7%
SMR vs ROP
-5.5%
+114.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | 0.0% | -7.9% | -7.8% |
| 7D | +10.3% | -2.7% | +13.0% | +10.2% |
| 30D | -25.7% | +29.7% | -55.4% | -26.2% |
| 3M | -49.7% | +21.2% | -71.0% | -49.9% |
| 6M | -59.8% | +48.3% | -108.1% | -61.9% |
| YTD | -66.0% | +8.4% | -74.4% | -64.2% |
| 1Y | -81.4% | +6.0% | -87.4% | -80.3% |
| All | +108.7% | -5.5% | +114.2% | +191.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling