-5.9%
SM vs FDS
-23.3%
+17.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | +9.4% | +1.5% | +7.9% | +9.1% |
| 30D | -14.4% | +14.8% | -29.2% | -16.7% |
| 3M | +1.6% | +16.3% | -14.7% | -1.8% |
| 6M | +6.3% | +66.2% | -59.9% | -5.5% |
| YTD | +78.8% | +16.2% | +62.5% | +74.0% |
| 1Y | +83.1% | +21.8% | +61.3% | +75.4% |
| 3Y | -5.9% | -23.9% | +18.0% | +1.9% |
| All | -5.9% | -23.3% | +17.4% | +1.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling