+7.5%
SMR vs DTE
+30.1%
-22.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -2.9% |
| 7D | +13.1% | 0.0% | +13.1% | +13.2% |
| 30D | +17.8% | -0.5% | +18.3% | +18.0% |
| 3M | +8.1% | -6.0% | +14.1% | +10.8% |
| 6M | -11.1% | -7.2% | -3.9% | -8.6% |
| YTD | -23.7% | +7.2% | -30.9% | -28.7% |
| 1Y | -69.4% | +4.1% | -73.5% | -70.9% |
| 3Y | +82.6% | +46.9% | +35.7% | +32.4% |
| All | +7.5% | +30.1% | -22.7% | -16.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling