-73.1%
SMR vs DE
+49.4%
-122.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +4.4% | +10.0% | -5.6% | +1.9% |
| 30D | +3.4% | +13.3% | -9.9% | 0.0% |
| 3M | -19.2% | +17.5% | -36.7% | -22.8% |
| 6M | -22.6% | +13.6% | -36.2% | -26.6% |
| YTD | -31.5% | +49.8% | -81.3% | -30.7% |
| 1Y | -73.1% | +47.9% | -120.9% | -71.0% |
| All | -73.1% | +49.4% | -122.5% | -71.0% |
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