-53.7%
SMR vs FDS
-13.9%
-39.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.3% | -3.6% | -3.3% |
| 7D | -8.3% | +1.5% | -9.7% | -8.3% |
| 30D | -20.1% | +14.8% | -34.9% | -20.8% |
| 3M | -52.7% | +16.3% | -69.0% | -53.3% |
| 6M | -61.0% | +66.2% | -127.3% | -63.8% |
| YTD | -67.1% | +16.2% | -83.3% | -67.1% |
| 1Y | -79.9% | +21.8% | -101.7% | -80.2% |
| 3Y | +101.7% | -23.9% | +125.6% | +135.2% |
| All | -53.7% | -13.9% | -39.8% | -49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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