+13.5%
U vs SMR
+88.2%
-74.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +15.3% | -12.6% | +0.3% |
| 7D | +4.5% | +21.4% | -16.9% | +1.4% |
| 30D | -0.6% | +13.8% | -14.4% | -3.0% |
| 3M | +48.4% | +3.9% | +44.5% | +46.1% |
| 6M | +115.4% | -4.2% | +119.6% | +111.3% |
| YTD | -3.2% | -21.1% | +17.9% | -2.7% |
| 1Y | -6.0% | -67.1% | +61.0% | +4.6% |
| 3Y | +13.5% | +88.9% | -75.4% | -15.2% |
| All | +13.5% | +88.2% | -74.8% | -15.2% |
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