+1.5%
SMR vs DD
+43.0%
-41.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.5% | -5.1% | -5.2% |
| 7D | +4.7% | -2.9% | +7.6% | +6.9% |
| 30D | +3.2% | -11.5% | +14.7% | +12.5% |
| 3M | +9.9% | -5.4% | +15.3% | +14.8% |
| 6M | -15.1% | -6.9% | -8.2% | -9.8% |
| YTD | -27.9% | +6.9% | -34.8% | -30.2% |
| 1Y | -70.2% | +35.6% | -105.9% | -75.4% |
| 3Y | +72.5% | +42.5% | +29.9% | +38.0% |
| All | +1.5% | +43.0% | -41.5% | -27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 10y: compounded portfolio wealth divided by compounded DD 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…
10y analysis · Full analysis span regression · 6 months rolling