-73.1%
SMR vs SE
-38.5%
-34.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.1% |
| 7D | +4.4% | -6.1% | +10.5% | +7.8% |
| 30D | +3.4% | -2.5% | +5.9% | +4.6% |
| 3M | -19.2% | +21.7% | -40.9% | -27.2% |
| 6M | -22.6% | +27.0% | -49.6% | -32.8% |
| YTD | -31.5% | -12.1% | -19.4% | -25.9% |
| 1Y | -73.1% | -40.9% | -32.2% | -67.6% |
| All | -73.1% | -38.5% | -34.6% | -67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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