+88.9%
SMR vs SPG
+112.2%
-23.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +1.2% | +14.1% | +14.5% |
| 7D | +21.4% | 0.0% | +21.4% | +21.5% |
| 30D | +13.8% | -4.9% | +18.8% | +17.8% |
| 3M | +3.9% | +3.3% | +0.6% | -0.8% |
| 6M | -4.2% | +11.2% | -15.4% | -14.1% |
| YTD | -21.1% | +17.1% | -38.2% | -32.5% |
| 1Y | -67.1% | +21.6% | -88.7% | -73.1% |
| 3Y | +88.9% | +111.9% | -23.0% | -40.9% |
| All | +88.9% | +112.2% | -23.3% | -40.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling