-85.6%
SMR vs SPXU
-30.4%
-55.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.9% | +0.4% | -10.7% |
| 7D | -9.5% | +2.2% | -11.7% | -6.8% |
| 30D | -33.2% | +3.8% | -37.0% | -29.0% |
| 3M | -45.9% | +3.3% | -49.2% | -42.3% |
| 6M | -57.9% | -16.7% | -41.2% | -63.9% |
| YTD | -63.8% | -28.6% | -35.2% | -71.7% |
| 1Y | -85.6% | -30.6% | -55.0% | -88.8% |
| All | -85.6% | -30.4% | -55.3% | -88.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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