+7.5%
SMR vs FDS
-27.7%
+35.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.4% | +0.1% | -3.1% |
| 7D | +13.1% | -8.8% | +21.9% | +13.7% |
| 30D | +17.8% | -1.4% | +19.1% | +17.6% |
| 3M | +8.1% | +13.9% | -5.8% | +6.0% |
| 6M | -11.1% | +27.4% | -38.5% | -15.1% |
| YTD | -23.7% | -2.5% | -21.2% | -22.8% |
| 1Y | -69.4% | -23.8% | -45.6% | -66.4% |
| 3Y | +82.6% | -32.5% | +115.1% | +113.2% |
| All | +7.5% | -27.7% | +35.2% | +17.8% |
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