-69.4%
SMR vs SN
+47.1%
-116.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.3% | 0.0% | -1.9% |
| 7D | +13.1% | -3.4% | +16.5% | +14.8% |
| 30D | +17.8% | -9.1% | +26.8% | +22.3% |
| 3M | +8.1% | +31.8% | -23.7% | -5.6% |
| 6M | -11.1% | +52.0% | -63.1% | -28.3% |
| YTD | -23.7% | +51.3% | -75.0% | -38.8% |
| 1Y | -69.4% | +46.9% | -116.3% | -73.1% |
| All | -69.4% | +47.1% | -116.5% | -73.1% |
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