+85.4%
T vs SMR
-3.5%
+88.9%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.9% |
| 7D | -1.3% | +4.4% | -5.7% | -1.3% |
| 30D | +11.4% | +3.4% | +8.0% | +11.4% |
| 3M | +14.3% | -19.2% | +33.5% | +14.4% |
| 6M | -9.3% | -22.6% | +13.4% | -9.2% |
| YTD | +7.1% | -31.5% | +38.6% | +7.1% |
| 1Y | -9.1% | -73.1% | +64.0% | -8.5% |
| 3Y | +105.3% | +55.0% | +50.4% | +87.1% |
| All | +85.4% | -3.5% | +88.9% | +74.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling