-8.1%
SMR vs DE
+16.7%
-24.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -1.8% | +17.1% | +15.8% |
| 7D | +21.4% | +0.7% | +20.7% | +20.9% |
| 30D | +13.8% | +9.6% | +4.2% | +10.0% |
| 3M | +3.9% | +19.0% | -15.1% | -4.6% |
| All | -8.1% | +16.7% | -24.8% | -16.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling