+106.5%
T vs SMR
+87.6%
+18.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +15.3% | -15.6% | -0.3% |
| 7D | -1.5% | +21.4% | -22.9% | -1.5% |
| 30D | +7.6% | +13.8% | -6.2% | +7.7% |
| 3M | +15.3% | +3.9% | +11.4% | +15.4% |
| 6M | -8.5% | -4.2% | -4.3% | -8.3% |
| YTD | +6.8% | -21.1% | +27.9% | +6.8% |
| 1Y | -7.2% | -67.1% | +59.8% | -6.9% |
| All | +106.5% | +87.6% | +18.9% | +86.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling