-80.9%
SMR vs D
+16.2%
-97.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.5% | +7.6% | +6.9% |
| 7D | +1.7% | +0.8% | +0.9% | +2.0% |
| 30D | -24.4% | +10.7% | -35.2% | -22.0% |
| 3M | -44.6% | +2.3% | -46.9% | -44.5% |
| 6M | -56.7% | +12.5% | -69.1% | -54.8% |
| YTD | -61.6% | +20.1% | -81.7% | -59.6% |
| All | -80.9% | +16.2% | -97.1% | -79.5% |
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