-79.9%
SMR vs SN
+141.7%
-221.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.8% | -6.2% | -4.6% |
| 7D | -8.3% | +1.5% | -9.8% | -8.8% |
| 30D | -20.1% | +21.5% | -41.6% | -26.2% |
| 3M | -52.7% | +20.0% | -72.7% | -56.3% |
| 6M | -61.0% | +119.9% | -181.0% | -73.5% |
| YTD | -67.1% | +102.3% | -169.4% | -77.2% |
| 1Y | -79.9% | +148.0% | -227.9% | -86.8% |
| All | -79.9% | +141.7% | -221.6% | -86.8% |
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