-81.6%
SMR vs S
+37.8%
-119.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.7% | -3.9% |
| 7D | -2.8% | +1.4% | -4.2% | -2.9% |
| 30D | -27.5% | -10.8% | -16.7% | -25.1% |
| 3M | -43.1% | +5.4% | -48.5% | -43.9% |
| 6M | -58.4% | +41.2% | -99.6% | -63.5% |
| YTD | -63.2% | +56.2% | -119.4% | -70.0% |
| 1Y | -81.6% | +36.3% | -117.9% | -83.7% |
| All | -81.6% | +37.8% | -119.5% | -83.7% |
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