+52.5%
V vs SMR
+88.2%
-35.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +15.3% | -17.0% | -2.0% |
| 7D | -1.1% | +21.4% | -22.5% | -1.5% |
| 30D | +1.9% | +13.8% | -12.0% | +1.5% |
| 3M | +15.5% | +3.9% | +11.6% | +15.2% |
| 6M | +16.6% | -4.2% | +20.8% | +16.1% |
| YTD | +5.7% | -21.1% | +26.8% | +5.6% |
| 1Y | +8.6% | -67.1% | +75.6% | +10.3% |
| 3Y | +52.5% | +88.9% | -36.3% | +47.6% |
| All | +52.5% | +88.2% | -35.7% | +47.6% |
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