-3.6%
SMR vs SPG
+94.0%
-97.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | 0.0% |
| 7D | +4.4% | -2.4% | +6.8% | +5.8% |
| 30D | +3.4% | -6.8% | +10.2% | +7.5% |
| 3M | -19.2% | +2.7% | -21.8% | -21.9% |
| 6M | -22.6% | +5.5% | -28.1% | -26.4% |
| YTD | -31.5% | +15.7% | -47.3% | -38.7% |
| 1Y | -73.1% | +20.9% | -93.9% | -76.8% |
| 3Y | +55.0% | +112.4% | -57.4% | -5.2% |
| All | -3.6% | +94.0% | -97.6% | -45.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling