-79.9%
SMR vs SM
+84.2%
-164.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.2% | -3.3% |
| 7D | -8.3% | +9.4% | -17.7% | -6.0% |
| 30D | -20.1% | -14.4% | -5.7% | -23.2% |
| 3M | -52.7% | +1.6% | -54.2% | -51.5% |
| 6M | -61.0% | +6.3% | -67.4% | -58.2% |
| YTD | -67.1% | +78.8% | -145.9% | -68.0% |
| 1Y | -79.9% | +83.1% | -163.0% | -80.5% |
| All | -79.9% | +84.2% | -164.1% | -80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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