-12.1%
SM vs FDS
-22.8%
+10.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.7% | +4.7% | +1.9% |
| 7D | -25.9% | -0.5% | -25.4% | -26.0% |
| 30D | -15.1% | +20.2% | -35.3% | -19.7% |
| 3M | +4.9% | +19.9% | -15.0% | -1.3% |
| 6M | +6.1% | +56.2% | -50.0% | -9.5% |
| YTD | +63.4% | +14.6% | +48.9% | +55.1% |
| 1Y | +72.5% | +31.6% | +40.9% | +53.8% |
| 3Y | -16.9% | -23.8% | +6.9% | -8.0% |
| All | -12.1% | -22.8% | +10.7% | -8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling