+35.3%
UBER vs SMR
+152.7%
-117.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.9% |
| 7D | +1.2% | +1.9% | -0.8% | +0.9% |
| 30D | -1.1% | -21.9% | +20.8% | +0.2% |
| 3M | -10.0% | -47.1% | +37.1% | -6.8% |
| 6M | -7.2% | -60.6% | +53.5% | -2.7% |
| YTD | -13.5% | -63.1% | +49.6% | -9.9% |
| 1Y | -24.5% | -80.4% | +56.0% | -18.4% |
| All | +35.3% | +152.7% | -117.4% | +31.2% |
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