-3.6%
SMR vs SM
+10.4%
-14.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | +0.1% |
| 7D | +4.4% | +0.1% | +4.3% | +4.4% |
| 30D | +3.4% | +26.3% | -22.9% | -3.0% |
| 3M | -19.2% | +8.7% | -27.8% | -22.1% |
| 6M | -22.6% | +51.7% | -74.3% | -36.0% |
| YTD | -31.5% | +99.0% | -130.6% | -49.3% |
| 1Y | -73.1% | +34.6% | -107.7% | -77.2% |
| 3Y | +55.0% | -7.8% | +62.7% | +45.5% |
| All | -3.6% | +10.4% | -14.0% | -13.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling