-73.1%
SMR vs SPG
+21.3%
-94.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.8% |
| 7D | +4.4% | -2.4% | +6.8% | +3.6% |
| 30D | +3.4% | -6.8% | +10.2% | +1.1% |
| 3M | -19.2% | +2.7% | -21.8% | -20.7% |
| 6M | -22.6% | +5.5% | -28.1% | -26.0% |
| YTD | -31.5% | +15.7% | -47.3% | -30.3% |
| 1Y | -73.1% | +20.9% | -93.9% | -72.1% |
| All | -73.1% | +21.3% | -94.4% | -72.1% |
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