-73.1%
SMR vs S
+10.1%
-83.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | +4.4% | -7.7% | +12.1% | +7.0% |
| 30D | +3.4% | -5.3% | +8.7% | +4.4% |
| 3M | -19.2% | +20.3% | -39.4% | -26.4% |
| 6M | -22.6% | +47.4% | -70.0% | -37.8% |
| YTD | -31.5% | +32.5% | -64.1% | -42.4% |
| 1Y | -73.1% | +9.5% | -82.6% | -72.8% |
| All | -73.1% | +10.1% | -83.2% | -72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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