+7.5%
STM vs SMR
-49.5%
+56.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +16.2% | -11.8% | +2.5% |
| 7D | -10.7% | -9.6% | -1.1% | -9.7% |
| 30D | -25.7% | -33.8% | +8.0% | -22.2% |
| 3M | -21.6% | -46.4% | +24.8% | -16.4% |
| 6M | -27.8% | -62.4% | +34.6% | -20.5% |
| YTD | +61.8% | -64.1% | +125.9% | +76.7% |
| 1Y | +78.1% | -84.3% | +162.4% | +107.6% |
| 3Y | +4.9% | +55.8% | -50.9% | -14.6% |
| All | +7.5% | -49.5% | +56.9% | +3.9% |
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 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