+1.7%
SM vs FDS
+135.1%
-133.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.4% | -2.6% |
| 7D | -22.3% | -5.0% | -17.3% | -20.6% |
| 30D | -21.4% | +13.8% | -35.1% | -26.9% |
| 3M | +1.4% | +14.8% | -13.5% | -7.1% |
| 6M | +0.1% | +47.4% | -47.3% | -21.9% |
| YTD | +59.0% | +14.2% | +44.8% | +40.3% |
| 1Y | +64.3% | +26.6% | +37.7% | +35.2% |
| 3Y | -13.1% | -24.4% | +11.3% | -4.3% |
| 5Y | -13.9% | -22.6% | +8.8% | -9.1% |
| 10Y | +1.7% | +130.0% | -128.3% | -25.5% |
| All | +1.7% | +135.1% | -133.4% | -25.5% |
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