-13.0%
TEAM vs SMR
+132.9%
-145.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.8% | +7.7% | +0.4% |
| 7D | -16.9% | +10.3% | -27.2% | -17.7% |
| 30D | -26.8% | -25.7% | -1.1% | -25.6% |
| 3M | -1.9% | -49.7% | +47.8% | +1.9% |
| 6M | +79.2% | -59.8% | +139.0% | +88.1% |
| YTD | -6.1% | -66.0% | +59.9% | -1.6% |
| 1Y | -2.1% | -81.4% | +79.4% | +7.3% |
| All | -13.0% | +132.9% | -145.8% | -24.7% |
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