+88.9%
SMR vs FDS
-30.4%
+119.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -4.3% | +19.5% | +15.3% |
| 7D | +21.4% | -5.4% | +26.8% | +21.5% |
| 30D | +13.8% | +1.6% | +12.3% | +13.6% |
| 3M | +3.9% | +17.7% | -13.8% | +2.6% |
| 6M | -4.2% | +29.1% | -33.3% | -7.2% |
| YTD | -21.1% | +1.0% | -22.1% | -18.8% |
| 1Y | -67.1% | -21.6% | -45.4% | -61.0% |
| 3Y | +88.9% | -30.1% | +119.0% | +139.2% |
| All | +88.9% | -30.4% | +119.3% | +139.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling