-3.6%
SMR vs STT
+166.5%
-170.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | +4.4% | +0.5% | +3.9% | +4.1% |
| 30D | +3.4% | +3.9% | -0.4% | +0.5% |
| 3M | -19.2% | +20.0% | -39.1% | -28.8% |
| 6M | -22.6% | +55.3% | -78.0% | -42.4% |
| YTD | -31.5% | +53.3% | -84.9% | -48.6% |
| 1Y | -73.1% | +74.7% | -147.8% | -81.2% |
| 3Y | +55.0% | +205.8% | -150.9% | -16.7% |
| All | -3.6% | +166.5% | -170.0% | -50.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling