+64.9%
DGX vs SM
+119.2%
-54.3%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | 0.0% |
| 7D | -2.2% | -0.2% | -2.0% | -2.2% |
| 30D | -0.9% | +20.3% | -21.2% | -1.3% |
| 3M | +15.6% | +22.9% | -7.3% | +15.1% |
| 6M | +17.8% | +47.8% | -30.0% | +16.5% |
| YTD | +37.5% | +107.5% | -70.0% | +34.5% |
| 1Y | +31.2% | +51.7% | -20.6% | +29.3% |
| 3Y | +96.6% | -0.9% | +97.4% | +94.8% |
| 5Y | +64.9% | +112.2% | -47.3% | +64.1% |
| All | +64.9% | +119.2% | -54.3% | +64.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling