-49.5%
SMR vs D
+7.5%
-57.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | -1.5% | +17.7% | +16.8% |
| 7D | -9.6% | +3.0% | -12.6% | -10.8% |
| 30D | -33.8% | +11.5% | -45.3% | -36.7% |
| 3M | -46.4% | +3.7% | -50.1% | -47.2% |
| 6M | -62.4% | +13.5% | -76.0% | -64.6% |
| YTD | -64.1% | +20.7% | -84.9% | -67.5% |
| 1Y | -84.3% | +18.2% | -102.6% | -85.7% |
| 3Y | +55.8% | +73.3% | -17.5% | +8.9% |
| All | -49.5% | +7.5% | -57.0% | -60.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling