+101.7%
SMR vs D
+73.4%
+28.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.5% | -3.4% |
| 7D | -8.3% | -1.4% | -6.9% | -8.0% |
| 30D | -20.1% | +7.7% | -27.8% | -21.7% |
| 3M | -52.7% | -0.3% | -52.4% | -52.8% |
| 6M | -61.0% | +10.1% | -71.1% | -62.3% |
| YTD | -67.1% | +19.1% | -86.2% | -69.4% |
| 1Y | -79.9% | +15.9% | -95.8% | -81.1% |
| 3Y | +101.7% | +75.0% | +26.7% | +15.6% |
| All | +101.7% | +73.4% | +28.4% | +15.6% |
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