-51.6%
U vs SMR
-48.1%
-3.5%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.0% | +1.9% | -1.5% |
| 7D | +24.4% | -2.8% | +27.2% | +24.1% |
| 30D | +7.4% | -27.5% | +34.9% | +12.3% |
| 3M | +16.8% | -43.1% | +59.9% | +25.5% |
| 6M | +78.8% | -58.4% | +137.2% | +99.5% |
| YTD | +14.0% | -63.2% | +77.1% | +27.7% |
| 1Y | +16.7% | -81.6% | +98.4% | +44.2% |
| 3Y | +86.4% | +149.8% | -63.4% | +16.6% |
| All | -51.6% | -48.1% | -3.5% | -60.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling