-51.7%
U vs SMR
-52.0%
+0.3%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -7.8% | +8.9% | +2.3% |
| 7D | +2.8% | +10.3% | -7.5% | +1.1% |
| 30D | +7.6% | -25.7% | +33.3% | +12.0% |
| 3M | +12.7% | -49.7% | +62.4% | +23.4% |
| 6M | +87.0% | -59.8% | +146.8% | +109.9% |
| YTD | +13.6% | -66.0% | +79.6% | +28.8% |
| 1Y | +25.3% | -81.4% | +106.7% | +54.5% |
| 3Y | +85.8% | +130.6% | -44.8% | +17.6% |
| All | -51.7% | -52.0% | +0.3% | -60.4% |
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 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