+18.2%
SPY vs SMR
-70.4%
+88.5%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | -0.2% |
| 7D | -0.4% | +13.1% | -13.4% | -1.3% |
| 30D | -1.4% | +17.8% | -19.1% | -2.6% |
| 3M | +3.7% | +8.1% | -4.4% | +2.6% |
| 6M | +13.0% | -11.1% | +24.1% | +12.2% |
| YTD | +12.4% | -23.7% | +36.1% | +12.0% |
| All | +18.2% | -70.4% | +88.5% | +21.9% |
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