+43.5%
F vs SMR
+43.9%
-0.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +16.2% | -17.0% | -1.7% |
| 7D | +1.6% | -9.6% | +11.2% | +2.0% |
| 30D | +2.6% | -33.8% | +36.4% | +5.1% |
| 3M | -8.8% | -46.4% | +37.5% | -5.8% |
| 6M | +4.6% | -62.4% | +67.1% | +10.0% |
| YTD | -1.9% | -64.1% | +62.3% | +2.4% |
| 1Y | -0.8% | -84.3% | +83.6% | +8.1% |
| 3Y | +43.5% | +55.8% | -12.4% | +14.6% |
| All | +43.5% | +43.9% | -0.4% | +14.6% |
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