+109.9%
V vs SMR
-48.1%
+158.0%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.0% | +4.4% | +0.5% |
| 7D | +0.8% | -2.8% | +3.6% | +0.8% |
| 30D | +9.9% | -27.5% | +37.4% | +10.7% |
| 3M | +17.5% | -43.1% | +60.6% | +18.8% |
| 6M | +33.5% | -58.4% | +91.9% | +35.7% |
| YTD | +21.6% | -63.2% | +84.7% | +23.4% |
| 1Y | +27.6% | -81.6% | +109.2% | +32.1% |
| 3Y | +76.4% | +149.8% | -73.4% | +59.7% |
| All | +109.9% | -48.1% | +158.0% | +112.9% |
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 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