-14.4%
SMR vs SO
+58.3%
-72.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -0.7% | -15.0% | -15.6% |
| 7D | -11.2% | -1.1% | -10.2% | -11.1% |
| 30D | -10.2% | -5.0% | -5.2% | -9.8% |
| 3M | -10.0% | -5.8% | -4.3% | -9.8% |
| 6M | -30.5% | -7.9% | -22.5% | -30.1% |
| YTD | -39.2% | +2.4% | -41.7% | -40.4% |
| 1Y | -75.5% | -2.3% | -73.3% | -75.7% |
| 3Y | +45.4% | +41.9% | +3.6% | +17.1% |
| All | -14.4% | +58.3% | -72.8% | -31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling