+161.5%
SMR vs SO
+50.8%
+110.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.3% | +5.8% | +7.4% |
| 7D | +1.7% | -1.1% | +2.8% | +1.4% |
| 30D | -24.4% | +8.6% | -33.0% | -22.7% |
| 3M | -44.6% | +1.8% | -46.4% | -44.5% |
| 6M | -56.7% | +3.6% | -60.3% | -56.4% |
| YTD | -61.6% | +9.9% | -71.6% | -61.0% |
| 1Y | -82.1% | +5.7% | -87.8% | -81.8% |
| 3Y | +161.5% | +52.5% | +109.0% | +142.9% |
| All | +161.5% | +50.8% | +110.7% | +142.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 3y: compounded portfolio wealth divided by compounded SO 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…
3y analysis · Full analysis span regression · 6 months rolling