+115.8%
UBER vs SMR
+11.2%
+104.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +15.3% | -18.7% | -4.5% |
| 7D | -2.8% | +21.4% | -24.2% | -4.2% |
| 30D | -2.5% | +13.8% | -16.4% | -3.6% |
| 3M | +4.4% | +3.9% | +0.5% | +3.4% |
| 6M | -2.7% | -4.2% | +1.5% | -3.7% |
| YTD | -10.5% | -21.1% | +10.6% | -10.9% |
| 1Y | -22.5% | -67.1% | +44.6% | -19.0% |
| 3Y | +54.8% | +88.9% | -34.0% | +38.6% |
| All | +115.8% | +11.2% | +104.5% | +85.7% |
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 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