-81.4%
SMR vs D
+15.2%
-96.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.8% | -7.0% | -8.1% |
| 7D | +10.3% | -3.1% | +13.4% | +9.1% |
| 30D | -25.7% | +8.4% | -34.1% | -24.0% |
| 3M | -49.7% | +0.2% | -50.0% | -50.1% |
| 6M | -59.8% | +9.5% | -69.3% | -58.6% |
| YTD | -66.0% | +18.8% | -84.8% | -64.5% |
| 1Y | -81.4% | +14.7% | -96.1% | -79.9% |
| All | -81.4% | +15.2% | -96.6% | -79.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling