+149.8%
SMR vs SE
+74.0%
+75.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.5% | -2.6% | -3.2% |
| 7D | -2.8% | 0.0% | -2.8% | -2.5% |
| 30D | -27.5% | -19.4% | -8.1% | -18.0% |
| 3M | -43.1% | -33.1% | -10.0% | -28.6% |
| 6M | -58.4% | -11.4% | -47.0% | -56.5% |
| YTD | -63.2% | -39.8% | -23.4% | -52.0% |
| 1Y | -81.6% | -50.5% | -31.2% | -73.2% |
| 3Y | +149.8% | +68.9% | +80.9% | +137.1% |
| All | +149.8% | +74.0% | +75.8% | +137.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling