-9.8%
T vs SMR
-81.8%
+72.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | -0.1% |
| 7D | +2.5% | -8.3% | +10.8% | +2.2% |
| 30D | -3.8% | -20.1% | +16.3% | -4.6% |
| 3M | -8.7% | -52.7% | +43.9% | -11.5% |
| 6M | -8.1% | -61.0% | +52.9% | -10.8% |
| YTD | -6.4% | -67.1% | +60.7% | -9.7% |
| 1Y | -9.8% | -79.9% | +70.1% | -14.1% |
| All | -9.8% | -81.8% | +72.0% | -14.1% |
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