-82.1%
SMR vs FE
+5.9%
-88.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | -0.4% | +16.7% | +16.0% |
| 7D | -9.6% | 0.0% | -9.6% | -9.6% |
| 30D | -33.8% | +5.2% | -39.0% | -31.6% |
| 3M | -46.4% | 0.0% | -46.3% | -46.6% |
| 6M | -62.4% | +5.0% | -67.5% | -61.4% |
| YTD | -64.1% | +7.9% | -72.0% | -65.9% |
| All | -82.1% | +5.9% | -88.1% | -82.2% |
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