-81.6%
SMR vs SN
+140.3%
-222.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.3% | -2.7% | -3.4% |
| 7D | -2.8% | +7.6% | -10.3% | -5.7% |
| 30D | -27.5% | +22.4% | -49.9% | -33.6% |
| 3M | -43.1% | +21.7% | -64.8% | -48.0% |
| 6M | -58.4% | +102.8% | -161.2% | -71.2% |
| YTD | -63.2% | +102.4% | -165.6% | -75.2% |
| 1Y | -81.6% | +139.0% | -220.6% | -88.5% |
| All | -81.6% | +140.3% | -222.0% | -88.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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