-53.7%
SMR vs FE
+36.4%
-90.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.1% | -4.4% | -3.6% |
| 7D | -8.3% | +1.2% | -9.5% | -8.5% |
| 30D | -20.1% | +4.5% | -24.6% | -20.9% |
| 3M | -52.7% | +1.3% | -54.0% | -52.9% |
| 6M | -61.0% | +8.7% | -69.7% | -62.2% |
| YTD | -67.1% | +9.2% | -76.3% | -68.5% |
| 1Y | -79.9% | +7.0% | -86.8% | -80.5% |
| 3Y | +101.7% | +51.4% | +50.3% | +55.5% |
| All | -53.7% | +36.4% | -90.1% | -62.3% |
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