-52.1%
SMR vs FE
+34.9%
-87.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.1% | -7.8% | -7.8% |
| 7D | +10.3% | -0.3% | +10.6% | +10.4% |
| 30D | -25.7% | +3.9% | -29.6% | -26.4% |
| 3M | -49.7% | -0.1% | -49.6% | -49.8% |
| 6M | -59.8% | +6.1% | -65.9% | -60.8% |
| YTD | -66.0% | +8.1% | -74.0% | -67.3% |
| 1Y | -81.4% | +4.4% | -85.9% | -81.9% |
| 3Y | +130.6% | +49.0% | +81.6% | +78.8% |
| All | -52.1% | +34.9% | -87.0% | -60.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling