+249.5%
SPOT vs SMR
+11.2%
+238.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +15.3% | -17.8% | -3.5% |
| 7D | -2.9% | +21.4% | -24.2% | -4.2% |
| 30D | +8.3% | +13.8% | -5.6% | +7.1% |
| 3M | +5.1% | +3.9% | +1.2% | +4.1% |
| 6M | -6.5% | -4.2% | -2.3% | -7.5% |
| YTD | -9.0% | -21.1% | +12.1% | -9.3% |
| 1Y | -26.4% | -67.1% | +40.7% | -23.3% |
| 3Y | +240.0% | +88.9% | +151.2% | +204.8% |
| All | +249.5% | +11.2% | +238.3% | +232.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling