+3.1%
SPY vs SMR
-62.9%
+66.0%
-5.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.8% | +7.5% | +0.3% |
| 7D | +3.3% | +10.3% | -7.0% | +2.4% |
| 30D | -2.7% | -25.7% | +23.0% | -0.7% |
| 3M | -1.7% | -49.7% | +48.0% | +2.5% |
| 6M | +3.1% | -59.8% | +62.9% | +9.0% |
| All | +3.1% | -62.9% | +66.0% | +9.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling