-81.4%
SMR vs STT
+48.2%
-129.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.3% | -7.6% | -7.5% |
| 7D | +10.3% | +5.1% | +5.2% | +4.6% |
| 30D | -25.7% | -0.2% | -25.5% | -24.9% |
| 3M | -49.7% | -8.1% | -41.6% | -45.6% |
| 6M | -59.8% | +16.6% | -76.5% | -68.0% |
| YTD | -66.0% | +37.8% | -103.8% | -79.9% |
| 1Y | -81.4% | +46.8% | -128.3% | -90.4% |
| All | -81.4% | +48.2% | -129.6% | -90.4% |
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