+82.6%
SMR vs FND
-50.0%
+132.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -3.1% |
| 7D | +13.1% | -0.8% | +13.8% | +13.0% |
| 30D | +17.8% | -19.6% | +37.3% | +26.6% |
| 3M | +8.1% | -4.3% | +12.4% | +8.2% |
| 6M | -11.1% | -20.4% | +9.3% | -5.5% |
| YTD | -23.7% | -21.9% | -1.9% | -18.2% |
| 1Y | -69.4% | -45.2% | -24.2% | -63.9% |
| All | +82.6% | -50.0% | +132.6% | +46.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling