+45.4%
SMR vs UUUU
+74.5%
-29.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -5.0% | -10.7% | -12.5% |
| 7D | -11.2% | -10.5% | -0.7% | -4.3% |
| 30D | -10.2% | -10.5% | +0.3% | -3.4% |
| 3M | -10.0% | -14.1% | +4.1% | +0.3% |
| 6M | -30.5% | -35.5% | +5.0% | -6.9% |
| YTD | -39.2% | -10.9% | -28.3% | -33.3% |
| 1Y | -75.5% | +3.4% | -78.9% | -76.4% |
| 3Y | +45.4% | +73.1% | -27.7% | -12.7% |
| All | +45.4% | +74.5% | -29.1% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 3y: compounded portfolio wealth divided by compounded UUUU 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…
3y analysis · Full analysis span regression · 6 months rolling