-3.6%
SMR vs SE
-15.1%
+11.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.3% |
| 7D | +4.4% | -6.1% | +10.5% | +6.2% |
| 30D | +3.4% | -2.5% | +5.9% | +4.2% |
| 3M | -19.2% | +21.7% | -40.9% | -23.4% |
| 6M | -22.6% | +27.0% | -49.6% | -27.8% |
| YTD | -31.5% | -12.1% | -19.4% | -30.0% |
| 1Y | -73.1% | -40.9% | -32.2% | -69.7% |
| 3Y | +55.0% | +191.0% | -136.0% | +37.3% |
| All | -3.6% | -15.1% | +11.5% | -9.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling