-48.1%
SMR vs SM
-10.5%
-37.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.4% | -5.5% | -4.4% |
| 7D | -2.8% | -19.5% | +16.7% | +2.3% |
| 30D | -27.5% | -20.2% | -7.3% | -23.8% |
| 3M | -43.1% | -6.5% | -36.6% | -42.9% |
| 6M | -58.4% | +1.6% | -60.0% | -60.4% |
| YTD | -63.2% | +61.2% | -124.4% | -71.5% |
| 1Y | -81.6% | +65.4% | -147.0% | -86.0% |
| 3Y | +149.8% | -13.0% | +162.8% | +133.1% |
| All | -48.1% | -10.5% | -37.6% | -51.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling