+1.5%
SMR vs DTE
+28.5%
-27.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.3% | -4.3% | -4.9% |
| 7D | +4.7% | -2.0% | +6.7% | +5.9% |
| 30D | +3.2% | -2.4% | +5.6% | +4.5% |
| 3M | +9.9% | -7.3% | +17.2% | +13.5% |
| 6M | -15.1% | -7.6% | -7.5% | -12.6% |
| YTD | -27.9% | +5.8% | -33.8% | -32.2% |
| 1Y | -70.2% | +2.3% | -72.6% | -71.4% |
| 3Y | +72.5% | +45.0% | +27.5% | +25.9% |
| All | +1.5% | +28.5% | -27.0% | -20.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling