+3.0%
SM vs FDS
+127.5%
-124.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.7% | +1.6% |
| 7D | -19.5% | -2.0% | -17.5% | -19.0% |
| 30D | -20.2% | +13.5% | -33.7% | -25.7% |
| 3M | -6.5% | +15.2% | -21.7% | -14.5% |
| 6M | +1.6% | +47.0% | -45.5% | -20.7% |
| YTD | +61.2% | +13.9% | +47.4% | +42.5% |
| 1Y | +65.4% | +25.2% | +40.2% | +36.9% |
| 3Y | -13.0% | -25.3% | +12.3% | -3.4% |
| 5Y | -4.3% | -23.3% | +19.0% | +1.6% |
| 10Y | +3.0% | +126.0% | -123.0% | -27.5% |
| All | +3.0% | +127.5% | -124.5% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling