-71.0%
SMR vs SPXU
-34.7%
-36.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.8% | -7.4% | -3.0% |
| 7D | +4.7% | +6.4% | -1.6% | +14.0% |
| 30D | +3.2% | +5.9% | -2.7% | +12.8% |
| 3M | +9.9% | -11.7% | +21.6% | -4.1% |
| 6M | -15.1% | -28.7% | +13.6% | -37.7% |
| YTD | -27.9% | -26.4% | -1.6% | -42.7% |
| All | -71.0% | -34.7% | -36.3% | -80.5% |
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