+230.9%
SPOT vs SMR
+71.3%
+159.6%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.6% | +5.3% | +0.1% |
| 7D | -6.9% | +4.7% | -11.6% | -7.2% |
| 30D | +4.1% | +3.2% | +0.9% | +3.8% |
| 3M | +3.7% | +9.9% | -6.2% | +2.6% |
| 6M | -1.6% | -15.1% | +13.5% | -1.8% |
| YTD | -10.2% | -27.9% | +17.8% | -10.0% |
| 1Y | -25.9% | -70.2% | +44.3% | -23.0% |
| All | +230.9% | +71.3% | +159.6% | +221.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling