-85.6%
SMR vs DE
+49.6%
-135.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.6% | -6.1% | -5.0% |
| 7D | -9.5% | +5.6% | -15.1% | -11.2% |
| 30D | -33.2% | -0.8% | -32.4% | -33.0% |
| 3M | -45.9% | +9.8% | -55.8% | -47.9% |
| 6M | -57.9% | +17.5% | -75.4% | -60.7% |
| YTD | -63.8% | +46.5% | -110.3% | -67.4% |
| 1Y | -85.6% | +46.1% | -131.7% | -87.0% |
| All | -85.6% | +49.6% | -135.2% | -87.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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