-61.8%
SMR vs FE
+6.5%
-68.2%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | -0.4% | +16.7% | +15.9% |
| 7D | -9.6% | 0.0% | -9.6% | -9.6% |
| 30D | -33.8% | +5.2% | -39.0% | -30.8% |
| 3M | -46.4% | 0.0% | -46.3% | -47.0% |
| All | -61.8% | +6.5% | -68.2% | -59.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling