-61.0%
SMR vs SPG
+16.0%
-77.0%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.0% | -3.4% |
| 7D | -8.3% | +2.0% | -10.3% | -7.6% |
| 30D | -20.1% | +17.2% | -37.3% | -12.3% |
| 3M | -52.7% | +6.3% | -59.0% | -53.2% |
| 6M | -61.0% | +18.7% | -79.7% | -57.1% |
| All | -61.0% | +16.0% | -77.0% | -57.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling