-75.5%
SMR vs FND
-45.3%
-30.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +1.0% | -16.7% | -16.1% |
| 7D | -11.2% | -5.8% | -5.5% | -9.4% |
| 30D | -10.2% | -20.2% | +10.0% | -1.7% |
| 3M | -10.0% | -12.0% | +1.9% | -6.8% |
| 6M | -30.5% | -18.5% | -11.9% | -25.9% |
| YTD | -39.2% | -22.3% | -17.0% | -33.3% |
| 1Y | -75.5% | -47.6% | -27.9% | -75.2% |
| All | -75.5% | -45.3% | -30.2% | -75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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