+20.3%
SM vs FDS
+72.8%
-52.5%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.4% | +4.0% | +2.3% |
| 7D | -0.2% | -8.8% | +8.6% | +4.2% |
| 30D | +20.3% | -1.4% | +21.7% | +20.4% |
| 3M | +22.9% | +13.9% | +9.0% | +12.0% |
| 6M | +47.8% | +27.4% | +20.4% | +24.2% |
| YTD | +107.5% | -2.5% | +109.9% | +100.6% |
| 1Y | +51.7% | -23.8% | +75.5% | +68.7% |
| 3Y | -0.9% | -32.5% | +31.6% | +15.4% |
| 5Y | +112.2% | -23.2% | +135.4% | +118.2% |
| 10Y | +20.3% | +76.4% | -56.1% | -16.2% |
| All | +20.3% | +72.8% | -52.5% | -16.2% |
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