+217.1%
TER vs SMR
-3.5%
+220.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -9.7% |
| 6M | +17.1% | -22.6% | +39.7% | +20.2% |
| YTD | +84.7% | -31.5% | +116.2% | +91.8% |
| 1Y | +199.9% | -73.1% | +273.0% | +238.8% |
| 3Y | +232.8% | +55.0% | +177.8% | +191.7% |
| All | +217.1% | -3.5% | +220.6% | +191.1% |
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