-48.1%
SMR vs SO
+70.1%
-118.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.1% | -4.1% | -4.1% |
| 7D | -2.8% | -0.1% | -2.7% | -2.8% |
| 30D | -27.5% | +8.7% | -36.2% | -28.2% |
| 3M | -43.1% | +3.4% | -46.5% | -43.4% |
| 6M | -58.4% | +3.7% | -62.1% | -58.9% |
| YTD | -63.2% | +10.0% | -73.2% | -64.1% |
| 1Y | -81.6% | +6.6% | -88.2% | -82.0% |
| 3Y | +149.8% | +52.5% | +97.3% | +99.0% |
| All | -48.1% | +70.1% | -118.2% | -58.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling