-38.3%
TEAM vs SMR
-3.5%
-34.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.6% |
| 7D | -0.4% | +4.4% | -4.9% | -0.8% |
| 30D | +67.3% | +3.4% | +63.9% | +66.7% |
| 3M | +86.8% | -19.2% | +105.9% | +88.9% |
| 6M | +146.8% | -22.6% | +169.5% | +147.9% |
| YTD | +16.9% | -31.5% | +48.5% | +17.7% |
| 1Y | +12.8% | -73.1% | +85.9% | +21.8% |
| 3Y | -7.3% | +55.0% | -62.2% | -25.5% |
| All | -38.3% | -3.5% | -34.8% | -51.7% |
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 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