+1.5%
SMR vs FND
-50.8%
+52.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.5% | -4.1% | -5.2% |
| 7D | +4.7% | -5.1% | +9.8% | +5.9% |
| 30D | +3.2% | -22.5% | +25.8% | +9.7% |
| 3M | +9.9% | -5.0% | +14.9% | +10.3% |
| 6M | -15.1% | -21.5% | +6.4% | -11.0% |
| YTD | -27.9% | -23.0% | -4.9% | -23.9% |
| 1Y | -70.2% | -44.9% | -25.4% | -66.6% |
| 3Y | +72.5% | -50.0% | +122.5% | +89.9% |
| All | +1.5% | -50.8% | +52.3% | +7.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling