+15.1%
TEAM vs SMR
-87.0%
+102.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.5% | +3.9% | -0.5% |
| 7D | -13.7% | -9.5% | -4.2% | -13.5% |
| 30D | -3.4% | -33.2% | +29.8% | -2.4% |
| 3M | +72.1% | -45.9% | +118.1% | +74.5% |
| 6M | +103.8% | -57.9% | +161.7% | +109.4% |
| YTD | +17.1% | -63.8% | +80.9% | +19.0% |
| 1Y | +15.1% | -85.6% | +100.7% | +26.9% |
| All | +15.1% | -87.0% | +102.1% | +26.9% |
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