-49.5%
SMR vs S
-48.7%
-0.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | +1.6% | +14.6% | +15.8% |
| 7D | -9.6% | -13.4% | +3.8% | -5.8% |
| 30D | -33.8% | -14.0% | -19.8% | -30.9% |
| 3M | -46.4% | +4.9% | -51.2% | -47.4% |
| 6M | -62.4% | +42.0% | -104.4% | -66.3% |
| YTD | -64.1% | +45.1% | -109.3% | -68.4% |
| 1Y | -84.3% | +33.1% | -117.4% | -85.9% |
| 3Y | +55.8% | +40.6% | +15.2% | +47.0% |
| All | -49.5% | -48.7% | -0.8% | -52.6% |
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