-45.9%
SMR vs Z
-46.4%
+0.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +3.8% | +3.3% | +5.8% |
| 7D | +1.7% | -5.2% | +6.8% | +3.4% |
| 30D | -24.4% | +5.7% | -30.2% | -26.3% |
| 3M | -44.6% | -8.7% | -35.9% | -43.8% |
| 6M | -56.7% | -26.0% | -30.7% | -53.1% |
| YTD | -61.6% | -55.0% | -6.6% | -51.0% |
| 1Y | -82.1% | -58.0% | -24.1% | -76.6% |
| 3Y | +161.5% | -15.2% | +176.7% | +191.9% |
| All | -45.9% | -46.4% | +0.5% | -39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling