-3.6%
SMR vs S
-53.1%
+49.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | +4.4% | -7.7% | +12.1% | +6.5% |
| 30D | +3.4% | -5.3% | +8.7% | +4.4% |
| 3M | -19.2% | +20.3% | -39.4% | -23.9% |
| 6M | -22.6% | +47.4% | -70.0% | -31.7% |
| YTD | -31.5% | +32.5% | -64.1% | -38.0% |
| 1Y | -73.1% | +9.5% | -82.6% | -74.3% |
| 3Y | +55.0% | +15.5% | +39.4% | +51.2% |
| All | -3.6% | -53.1% | +49.6% | -7.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling