+262.0%
TER vs SMR
+65.0%
+197.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.5% | +6.0% | +5.6% |
| 7D | +0.6% | +4.4% | -3.8% | -0.1% |
| 30D | -8.3% | +3.4% | -11.7% | -9.0% |
| 3M | -12.2% | -19.2% | +7.0% | -9.8% |
| 6M | +17.1% | -22.6% | +39.7% | +20.1% |
| YTD | +84.7% | -31.5% | +116.2% | +91.6% |
| 1Y | +199.9% | -73.1% | +273.0% | +237.2% |
| All | +262.0% | +65.0% | +197.1% | +211.5% |
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