+46.0%
DGX vs SM
+70.4%
-24.3%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -15.3% | +18.8% | +3.0% |
| 7D | +4.1% | -21.5% | +25.6% | +3.6% |
| 30D | +10.5% | -11.4% | +21.9% | +10.1% |
| 3M | +9.8% | +0.6% | +9.2% | +10.0% |
| 6M | +34.6% | +0.2% | +34.3% | +35.0% |
| YTD | +49.8% | +69.7% | -19.8% | +45.8% |
| 1Y | +46.0% | +71.6% | -25.5% | +42.0% |
| All | +46.0% | +70.4% | -24.3% | +42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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