-42.2%
TEAM vs SMR
+7.6%
-49.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.3% | +4.1% | +1.0% |
| 7D | -4.7% | +13.1% | -17.7% | -5.9% |
| 30D | +17.0% | +17.8% | -0.7% | +15.0% |
| 3M | +85.9% | +8.1% | +77.8% | +83.0% |
| 6M | +116.7% | -11.1% | +127.8% | +114.6% |
| YTD | +9.6% | -23.7% | +33.3% | +9.1% |
| 1Y | -2.5% | -69.4% | +66.9% | +3.9% |
| 3Y | -14.0% | +82.6% | -96.6% | -32.4% |
| All | -42.2% | +7.6% | -49.7% | -55.3% |
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 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