+1.5%
SMR vs SU
+165.1%
-163.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.1% | -5.4% | -5.5% |
| 7D | +4.7% | +1.7% | +3.1% | +4.0% |
| 30D | +3.2% | +9.6% | -6.4% | -0.9% |
| 3M | +9.9% | +11.7% | -1.8% | +3.5% |
| 6M | -15.1% | +21.9% | -37.0% | -25.6% |
| YTD | -27.9% | +58.6% | -86.6% | -45.1% |
| 1Y | -70.2% | +66.5% | -136.8% | -78.1% |
| 3Y | +72.5% | +121.4% | -49.0% | +11.1% |
| All | +1.5% | +165.1% | -163.7% | -36.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling