-85.6%
SMR vs SPG
+34.3%
-119.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.9% | -7.4% | -4.1% |
| 7D | -9.5% | +8.2% | -17.7% | -8.7% |
| 30D | -33.2% | +13.5% | -46.7% | -32.3% |
| 3M | -45.9% | +2.2% | -48.2% | -46.5% |
| 6M | -57.9% | +15.9% | -73.8% | -59.3% |
| YTD | -63.8% | +27.6% | -91.4% | -64.1% |
| 1Y | -85.6% | +30.9% | -116.5% | -85.5% |
| All | -85.6% | +34.3% | -119.9% | -85.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 1y: compounded portfolio wealth divided by compounded SPG 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…
1y analysis · Full analysis span regression · 6 months rolling