+62.0%
T vs SMR
-53.6%
+115.6%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | 0.0% |
| 7D | +2.5% | -8.3% | +10.8% | +2.5% |
| 30D | -3.8% | -20.1% | +16.3% | -3.8% |
| 3M | -8.7% | -52.7% | +43.9% | -8.7% |
| 6M | -8.1% | -61.0% | +52.9% | -8.0% |
| YTD | -6.4% | -67.1% | +60.7% | -6.4% |
| 1Y | -9.8% | -79.9% | +70.1% | -9.4% |
| 3Y | +65.5% | +101.7% | -36.2% | +46.9% |
| All | +62.0% | -53.6% | +115.6% | +52.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling