+88.9%
SMR vs SM
-2.8%
+91.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +3.6% | +11.6% | +14.4% |
| 7D | +21.4% | -0.2% | +21.5% | +21.5% |
| 30D | +13.8% | +31.5% | -17.7% | +6.5% |
| 3M | +3.9% | +17.3% | -13.4% | -1.3% |
| 6M | -4.2% | +48.5% | -52.7% | -20.5% |
| YTD | -21.1% | +106.3% | -127.4% | -44.5% |
| 1Y | -67.1% | +47.3% | -114.4% | -73.3% |
| 3Y | +88.9% | -1.4% | +90.3% | +76.7% |
| All | +88.9% | -2.8% | +91.6% | +76.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling