+1.5%
SMR vs DE
+99.3%
-97.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.1% | -5.7% | -5.6% |
| 7D | +4.7% | -2.4% | +7.1% | +6.1% |
| 30D | +3.2% | +9.7% | -6.5% | -3.4% |
| 3M | +9.9% | +21.4% | -11.5% | -4.5% |
| 6M | -15.1% | +15.0% | -30.1% | -23.7% |
| YTD | -27.9% | +46.4% | -74.4% | -45.5% |
| 1Y | -70.2% | +45.6% | -115.9% | -77.7% |
| 3Y | +72.5% | +76.8% | -4.3% | +13.2% |
| All | +1.5% | +99.3% | -97.8% | -35.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling