-0.3%
SPOT vs SMR
-87.0%
+86.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -4.5% | +9.1% | +4.8% |
| 7D | +16.6% | -9.5% | +26.1% | +17.0% |
| 30D | +29.9% | -33.2% | +63.1% | +32.0% |
| 3M | +31.3% | -45.9% | +77.2% | +34.1% |
| 6M | +43.2% | -57.9% | +101.1% | +47.7% |
| YTD | +8.1% | -63.8% | +71.9% | +10.4% |
| 1Y | -0.3% | -85.6% | +85.3% | +3.9% |
| All | -0.3% | -87.0% | +86.7% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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