+29.3%
V vs SMR
-87.0%
+116.3%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -4.5% | +8.3% | +3.8% |
| 7D | +9.0% | -9.5% | +18.5% | +8.9% |
| 30D | +18.1% | -33.2% | +51.3% | +17.8% |
| 3M | +18.3% | -45.9% | +64.3% | +18.0% |
| 6M | +34.1% | -57.9% | +92.0% | +34.1% |
| YTD | +25.2% | -63.8% | +89.0% | +24.7% |
| 1Y | +29.3% | -85.6% | +114.9% | +31.9% |
| All | +29.3% | -87.0% | +116.3% | +31.9% |
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