+55.8%
SMR vs S
+34.5%
+21.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | +1.6% | +14.6% | +15.4% |
| 7D | -9.6% | -13.4% | +3.8% | -2.6% |
| 30D | -33.8% | -14.0% | -19.8% | -28.6% |
| 3M | -46.4% | +4.9% | -51.2% | -48.6% |
| 6M | -62.4% | +42.0% | -104.4% | -70.2% |
| YTD | -64.1% | +45.1% | -109.3% | -72.6% |
| 1Y | -84.3% | +33.1% | -117.4% | -87.5% |
| 3Y | +55.8% | +40.6% | +15.2% | -31.0% |
| All | +55.8% | +34.5% | +21.4% | -31.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling