+45.4%
SMR vs FWONK
+44.6%
+0.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +0.2% | -15.8% | -15.7% |
| 7D | -11.2% | +0.1% | -11.3% | -11.3% |
| 30D | -10.2% | -7.7% | -2.5% | -6.9% |
| 3M | -10.0% | +5.7% | -15.7% | -13.7% |
| 6M | -30.5% | +13.5% | -43.9% | -36.0% |
| YTD | -39.2% | -3.0% | -36.3% | -39.1% |
| 1Y | -75.5% | -6.4% | -69.1% | -74.8% |
| 3Y | +45.4% | +43.8% | +1.6% | +23.7% |
| All | +45.4% | +44.6% | +0.8% | +23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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