-70.2%
SMR vs SM
+51.5%
-121.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.5% | -6.1% | -5.4% |
| 7D | +4.7% | +2.1% | +2.6% | +5.2% |
| 30D | +3.2% | +18.1% | -14.9% | +8.9% |
| 3M | +9.9% | +17.0% | -7.1% | +18.9% |
| 6M | -15.1% | +55.4% | -70.6% | -5.9% |
| YTD | -27.9% | +108.6% | -136.5% | -19.8% |
| 1Y | -70.2% | +45.7% | -115.9% | -74.1% |
| All | -70.2% | +51.5% | -121.7% | -74.1% |
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