-3.6%
SMR vs ROP
-6.6%
+3.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.6% | +3.1% | +0.1% |
| 7D | +4.4% | -4.4% | +8.9% | +5.2% |
| 30D | +3.4% | +3.2% | +0.2% | +2.9% |
| 3M | -19.2% | +23.1% | -42.2% | -23.5% |
| 6M | -22.6% | +13.3% | -36.0% | -25.1% |
| YTD | -31.5% | -7.9% | -23.7% | -29.4% |
| 1Y | -73.1% | -22.1% | -51.0% | -70.4% |
| 3Y | +55.0% | -16.8% | +71.8% | +68.7% |
| All | -3.6% | -6.6% | +3.1% | -2.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling