+11.1%
SMR vs SPXU
-86.1%
+97.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +1.7% | +13.6% | +16.3% |
| 7D | +21.4% | -1.5% | +22.9% | +20.2% |
| 30D | +13.8% | +3.7% | +10.1% | +16.8% |
| 3M | +3.9% | -9.6% | +13.5% | +0.6% |
| 6M | -4.2% | -32.4% | +28.2% | -17.9% |
| YTD | -21.1% | -28.7% | +7.6% | -28.9% |
| 1Y | -67.1% | -38.2% | -28.9% | -71.5% |
| 3Y | +88.9% | -80.4% | +169.3% | +32.2% |
| All | +11.1% | -86.1% | +97.3% | -27.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling