+11.1%
SMR vs ROP
-9.3%
+20.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -2.9% | +18.1% | +15.7% |
| 7D | +21.4% | -5.4% | +26.8% | +22.3% |
| 30D | +13.8% | -1.6% | +15.5% | +14.0% |
| 3M | +3.9% | +18.8% | -14.9% | -1.2% |
| 6M | -4.2% | +8.2% | -12.4% | -6.4% |
| YTD | -21.1% | -10.5% | -10.6% | -18.3% |
| 1Y | -67.1% | -23.7% | -43.3% | -63.8% |
| 3Y | +88.9% | -17.9% | +106.7% | +105.6% |
| All | +11.1% | -9.3% | +20.4% | +12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling