-73.1%
SMR vs FE
+11.4%
-84.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -1.0% |
| 7D | +4.4% | +1.9% | +2.5% | +6.1% |
| 30D | +3.4% | -1.2% | +4.6% | +2.4% |
| 3M | -19.2% | +3.5% | -22.7% | -16.4% |
| 6M | -22.6% | -6.1% | -16.6% | -24.7% |
| YTD | -31.5% | +7.6% | -39.2% | -27.8% |
| 1Y | -73.1% | +11.9% | -85.0% | -63.6% |
| All | -73.1% | +11.4% | -84.5% | -63.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 1y: compounded portfolio wealth divided by compounded FE 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…
1y analysis · Full analysis span regression · 6 months rolling