-85.6%
SMR vs SE
-48.0%
-37.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +4.5% | -8.9% | -6.9% |
| 7D | -9.5% | +6.7% | -16.2% | -12.9% |
| 30D | -33.2% | -17.2% | -16.0% | -25.9% |
| 3M | -45.9% | -28.0% | -17.9% | -35.2% |
| 6M | -57.9% | -6.1% | -51.8% | -57.5% |
| YTD | -63.8% | -37.1% | -26.7% | -50.4% |
| 1Y | -85.6% | -48.8% | -36.8% | -75.9% |
| All | -85.6% | -48.0% | -37.6% | -75.9% |
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