+1.5%
SMR vs UUUU
+61.3%
-59.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -6.3% | +0.8% | -2.3% |
| 7D | +4.7% | -5.0% | +9.7% | +7.7% |
| 30D | +3.2% | -7.8% | +11.0% | +7.7% |
| 3M | +9.9% | -0.4% | +10.3% | +11.3% |
| 6M | -15.1% | -32.9% | +17.8% | +6.2% |
| YTD | -27.9% | -6.3% | -21.7% | -23.1% |
| 1Y | -70.2% | +7.9% | -78.2% | -70.9% |
| 3Y | +72.5% | +85.2% | -12.7% | +21.5% |
| All | +1.5% | +61.3% | -59.8% | -31.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling