+11.1%
SMR vs FDS
-25.2%
+36.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -4.3% | +19.5% | +15.5% |
| 7D | +21.4% | -5.4% | +26.8% | +21.7% |
| 30D | +13.8% | +1.6% | +12.3% | +13.5% |
| 3M | +3.9% | +17.7% | -13.8% | +1.7% |
| 6M | -4.2% | +29.1% | -33.3% | -8.2% |
| YTD | -21.1% | +1.0% | -22.1% | -20.3% |
| 1Y | -67.1% | -21.6% | -45.4% | -63.8% |
| 3Y | +88.9% | -30.1% | +119.0% | +120.0% |
| All | +11.1% | -25.2% | +36.3% | +21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling