-5.9%
SM vs FDS
-27.1%
+21.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.5% | +1.0% | -1.9% |
| 7D | +0.1% | -1.9% | +2.0% | +0.4% |
| 30D | +26.3% | +9.0% | +17.3% | +24.3% |
| 3M | +8.7% | +18.9% | -10.2% | +4.7% |
| 6M | +51.7% | +35.1% | +16.6% | +41.8% |
| YTD | +99.0% | +5.5% | +93.5% | +97.9% |
| 1Y | +34.6% | -16.8% | +51.4% | +43.3% |
| All | -5.9% | -27.1% | +21.1% | +4.8% |
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