+63.9%
SMR vs D
+63.9%
0.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | +4.4% | +1.5% | +3.0% | +3.8% |
| 30D | +3.4% | -2.6% | +6.0% | +4.5% |
| 3M | -19.2% | 0.0% | -19.2% | -19.7% |
| 6M | -22.6% | +7.4% | -30.0% | -26.2% |
| YTD | -31.5% | +15.9% | -47.4% | -37.7% |
| 1Y | -73.1% | +18.1% | -91.2% | -75.9% |
| All | +63.9% | +63.9% | 0.0% | -15.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling