-6.4%
T vs SMR
-87.0%
+80.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.5% | +6.5% | +1.8% |
| 7D | +5.5% | -9.5% | +15.0% | +5.0% |
| 30D | -8.9% | -33.2% | +24.3% | -10.6% |
| 3M | -5.6% | -45.9% | +40.4% | -8.0% |
| 6M | -14.3% | -57.9% | +43.6% | -16.6% |
| YTD | -7.9% | -63.8% | +55.9% | -10.7% |
| 1Y | -6.4% | -85.6% | +79.2% | -12.3% |
| All | -6.4% | -87.0% | +80.6% | -12.3% |
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