-85.6%
SMR vs STT
+53.6%
-139.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.2% | -6.6% | -6.6% |
| 7D | -9.5% | -0.1% | -9.4% | -9.5% |
| 30D | -33.2% | -1.7% | -31.5% | -32.0% |
| 3M | -45.9% | -6.4% | -39.6% | -43.4% |
| 6M | -57.9% | +17.7% | -75.6% | -66.8% |
| YTD | -63.8% | +36.9% | -100.7% | -78.2% |
| 1Y | -85.6% | +52.0% | -137.6% | -93.3% |
| All | -85.6% | +53.6% | -139.2% | -93.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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