+7.5%
SMR vs DE
+99.1%
-91.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -3.0% |
| 7D | +13.1% | -3.0% | +16.1% | +15.0% |
| 30D | +17.8% | +11.1% | +6.6% | +9.3% |
| 3M | +8.1% | +17.6% | -9.5% | -4.0% |
| 6M | -11.1% | +13.6% | -24.7% | -19.4% |
| YTD | -23.7% | +46.3% | -70.0% | -42.2% |
| 1Y | -69.4% | +44.2% | -113.6% | -76.9% |
| 3Y | +82.6% | +76.6% | +6.0% | +19.9% |
| All | +7.5% | +99.1% | -91.6% | -31.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling