-9.5%
UBER vs SMR
-62.9%
+53.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -7.8% | +5.6% | -2.0% |
| 7D | +0.5% | +10.3% | -9.8% | +0.4% |
| 30D | -3.1% | -25.7% | +22.6% | -2.5% |
| 3M | -8.3% | -49.7% | +41.5% | -7.5% |
| 6M | -9.5% | -59.8% | +50.4% | -9.2% |
| All | -9.5% | -62.9% | +53.4% | -9.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling