+7.7%
V vs SMR
-76.3%
+84.0%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -1.0% |
| 7D | -1.7% | +4.4% | -6.1% | -1.7% |
| 30D | +2.0% | +3.4% | -1.5% | +2.0% |
| 3M | +17.4% | -19.2% | +36.5% | +17.7% |
| 6M | +17.5% | -22.6% | +40.1% | +17.4% |
| YTD | +7.6% | -31.5% | +39.1% | +7.6% |
| 1Y | +7.7% | -73.1% | +80.8% | +8.1% |
| All | +7.7% | -76.3% | +84.0% | +8.1% |
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