+3.7%
U vs SMR
-76.3%
+79.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | -3.8% | +4.4% | -8.2% | -4.8% |
| 30D | +17.5% | +3.4% | +14.0% | +15.9% |
| 3M | +38.7% | -19.2% | +57.9% | +43.2% |
| 6M | +104.4% | -22.6% | +127.1% | +107.8% |
| YTD | -5.7% | -31.5% | +25.9% | -2.0% |
| 1Y | +3.7% | -73.1% | +76.8% | +30.4% |
| All | +3.7% | -76.3% | +79.9% | +30.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling