-3.6%
SMR vs Z
-39.5%
+35.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | +0.2% |
| 7D | +4.4% | -3.0% | +7.4% | +5.5% |
| 30D | +3.4% | -4.2% | +7.6% | +4.6% |
| 3M | -19.2% | -3.7% | -15.5% | -19.0% |
| 6M | -22.6% | -24.5% | +1.9% | -15.0% |
| YTD | -31.5% | -49.3% | +17.8% | -14.9% |
| 1Y | -73.1% | -58.7% | -14.4% | -64.5% |
| 3Y | +55.0% | -34.1% | +89.1% | +77.8% |
| All | -3.6% | -39.5% | +35.9% | +4.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling