-45.9%
SMR vs SO
+70.0%
-115.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.3% | +5.8% | +7.0% |
| 7D | +1.7% | -1.1% | +2.8% | +1.8% |
| 30D | -24.4% | +8.6% | -33.0% | -25.2% |
| 3M | -44.6% | +1.8% | -46.4% | -44.8% |
| 6M | -56.7% | +3.6% | -60.3% | -57.1% |
| YTD | -61.6% | +9.9% | -71.6% | -62.6% |
| 1Y | -82.1% | +5.7% | -87.8% | -82.4% |
| 3Y | +161.5% | +52.5% | +109.0% | +108.3% |
| All | -45.9% | +70.0% | -115.9% | -57.1% |
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