-9.8%
T vs SMR
-70.4%
+60.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.6% | -1.9% |
| 7D | -3.1% | +13.1% | -16.2% | -2.5% |
| 30D | +4.6% | +17.8% | -13.2% | +5.4% |
| 3M | +12.2% | +8.1% | +4.1% | +13.1% |
| 6M | -6.5% | -11.1% | +4.6% | -5.8% |
| YTD | +4.9% | -23.7% | +28.6% | +5.1% |
| All | -9.8% | -70.4% | +60.5% | -11.1% |
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