-85.6%
SMR vs SU
+88.1%
-173.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.5% | +0.1% | -5.9% |
| 7D | -9.5% | -7.1% | -2.4% | -11.6% |
| 30D | -33.2% | +4.8% | -38.0% | -32.0% |
| 3M | -45.9% | +12.5% | -58.4% | -43.5% |
| 6M | -57.9% | +6.5% | -64.3% | -55.9% |
| YTD | -63.8% | +65.8% | -129.6% | -73.5% |
| 1Y | -85.6% | +86.2% | -171.8% | -90.3% |
| All | -85.6% | +88.1% | -173.7% | -90.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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