-22.9%
SPOT vs SMR
-76.3%
+53.3%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.6% | -3.1% |
| 7D | -0.9% | +4.4% | -5.3% | -1.1% |
| 30D | +12.5% | +3.4% | +9.1% | +12.1% |
| 3M | +9.9% | -19.2% | +29.1% | +10.9% |
| 6M | +1.6% | -22.6% | +24.2% | +1.7% |
| YTD | -6.6% | -31.5% | +25.0% | -6.5% |
| 1Y | -22.9% | -73.1% | +50.1% | -22.3% |
| All | -22.9% | -76.3% | +53.3% | -22.3% |
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