-69.4%
SMR vs Z
-64.1%
-5.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -3.0% |
| 7D | +13.1% | -7.1% | +20.1% | +15.8% |
| 30D | +17.8% | -4.8% | +22.5% | +19.1% |
| 3M | +8.1% | -9.3% | +17.4% | +11.3% |
| 6M | -11.1% | -29.0% | +17.9% | +4.5% |
| YTD | -23.7% | -52.9% | +29.2% | -1.7% |
| 1Y | -69.4% | -63.1% | -6.3% | -60.1% |
| All | -69.4% | -64.1% | -5.3% | -60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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