+11.1%
SMR vs S
-54.2%
+65.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -2.3% | +17.5% | +15.8% |
| 7D | +21.4% | -5.8% | +27.2% | +23.1% |
| 30D | +13.8% | -9.2% | +23.1% | +16.1% |
| 3M | +3.9% | +23.4% | -19.5% | -3.0% |
| 6M | -4.2% | +36.9% | -41.1% | -13.8% |
| YTD | -21.1% | +29.5% | -50.6% | -28.2% |
| 1Y | -67.1% | +5.4% | -72.5% | -68.3% |
| 3Y | +88.9% | +14.7% | +74.2% | +85.0% |
| All | +11.1% | -54.2% | +65.3% | +7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling