-75.5%
SMR vs SU
+67.3%
-142.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -0.1% | -15.5% | -15.7% |
| 7D | -11.2% | +2.2% | -13.5% | -10.6% |
| 30D | -10.2% | +8.4% | -18.7% | -7.5% |
| 3M | -10.0% | +12.1% | -22.1% | -4.8% |
| 6M | -30.5% | +19.7% | -50.1% | -31.7% |
| YTD | -39.2% | +58.4% | -97.6% | -41.7% |
| 1Y | -75.5% | +67.2% | -142.8% | -78.3% |
| All | -75.5% | +67.3% | -142.8% | -78.3% |
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