-14.4%
SMR vs DTE
+26.8%
-41.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -1.3% | -14.4% | -15.0% |
| 7D | -11.2% | -2.6% | -8.7% | -9.8% |
| 30D | -10.2% | -4.4% | -5.8% | -8.0% |
| 3M | -10.0% | -8.3% | -1.7% | -6.4% |
| 6M | -30.5% | -8.1% | -22.4% | -28.1% |
| YTD | -39.2% | +4.4% | -43.7% | -42.3% |
| 1Y | -75.5% | +0.2% | -75.7% | -76.2% |
| 3Y | +45.4% | +42.6% | +2.8% | +7.2% |
| All | -14.4% | +26.8% | -41.2% | -32.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling