-79.9%
SMR vs Z
-58.2%
-21.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.5% | -6.8% | -4.5% |
| 7D | -8.3% | +0.8% | -9.1% | -8.5% |
| 30D | -20.1% | +5.2% | -25.3% | -21.9% |
| 3M | -52.7% | -17.0% | -35.7% | -49.7% |
| 6M | -61.0% | -22.7% | -38.4% | -56.5% |
| YTD | -67.1% | -56.3% | -10.8% | -54.5% |
| 1Y | -79.9% | -57.7% | -22.2% | -71.8% |
| All | -79.9% | -58.2% | -21.7% | -71.8% |
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