-48.0%
SMR vs D
+6.6%
-54.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.6% | +0.3% |
| 7D | +1.9% | -2.4% | +4.4% | +2.7% |
| 30D | -21.9% | +9.0% | -30.9% | -24.7% |
| 3M | -47.1% | +1.0% | -48.1% | -47.4% |
| 6M | -60.6% | +11.0% | -71.6% | -62.6% |
| YTD | -63.1% | +19.8% | -82.9% | -66.4% |
| 1Y | -80.4% | +16.0% | -96.4% | -82.0% |
| 3Y | +150.2% | +74.4% | +75.9% | +73.0% |
| All | -48.0% | +6.6% | -54.6% | -59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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