+28.0%
SMR vs SN
+490.7%
-462.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.1% |
| 7D | +4.4% | -9.3% | +13.7% | +8.6% |
| 30D | +3.4% | -4.8% | +8.2% | +5.4% |
| 3M | -19.2% | +40.4% | -59.6% | -31.2% |
| 6M | -22.6% | +50.9% | -73.6% | -36.3% |
| YTD | -31.5% | +54.9% | -86.5% | -44.5% |
| 1Y | -73.1% | +43.0% | -116.1% | -77.6% |
| 3Y | +55.0% | +391.8% | -336.9% | -3.5% |
| All | +28.0% | +490.7% | -462.7% | -21.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling