-85.6%
SMR vs DTE
+5.6%
-91.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.4% | -6.9% | -4.4% |
| 7D | -9.5% | +4.2% | -13.7% | -9.5% |
| 30D | -33.2% | +10.0% | -43.2% | -33.2% |
| 3M | -45.9% | -2.1% | -43.9% | -46.7% |
| 6M | -57.9% | -4.7% | -53.2% | -58.9% |
| YTD | -63.8% | +9.3% | -73.1% | -67.4% |
| 1Y | -85.6% | +6.6% | -92.2% | -86.9% |
| All | -85.6% | +5.6% | -91.2% | -86.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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