-52.1%
SMR vs D
+5.7%
-57.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.8% | -7.0% | -7.6% |
| 7D | +10.3% | -3.1% | +13.4% | +11.4% |
| 30D | -25.7% | +8.4% | -34.1% | -28.2% |
| 3M | -49.7% | +0.2% | -50.0% | -49.9% |
| 6M | -59.8% | +9.5% | -69.3% | -61.6% |
| YTD | -66.0% | +18.8% | -84.8% | -69.0% |
| 1Y | -81.4% | +14.7% | -96.1% | -82.8% |
| 3Y | +130.6% | +72.9% | +57.7% | +59.9% |
| All | -52.1% | +5.7% | -57.8% | -62.2% |
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