-25.8%
UBER vs SMR
-88.6%
+62.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -14.8% | +13.3% | -0.4% |
| 7D | +4.6% | -26.2% | +30.8% | +7.1% |
| 30D | -0.4% | -45.5% | +45.1% | +4.3% |
| 3M | +0.9% | -53.4% | +54.3% | +6.4% |
| 6M | -5.7% | -63.2% | +57.5% | +0.8% |
| YTD | -15.8% | -69.2% | +53.3% | -11.7% |
| 1Y | -25.8% | -88.5% | +62.6% | -10.7% |
| All | -25.8% | -88.6% | +62.7% | -10.7% |
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