+9,412.3%
DGX vs SM
+850.6%
+8,561.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.7% |
| 7D | -0.9% | +4.6% | -5.4% | -1.2% |
| 30D | -1.2% | +18.2% | -19.4% | -2.3% |
| 3M | +15.8% | +22.5% | -6.7% | +13.9% |
| 6M | +18.2% | +50.6% | -32.4% | +14.2% |
| YTD | +37.2% | +108.1% | -70.9% | +29.4% |
| 1Y | +30.4% | +46.0% | -15.6% | +25.7% |
| 3Y | +96.7% | +2.9% | +93.8% | +91.4% |
| 5Y | +67.2% | +112.6% | -45.4% | +50.3% |
| 10Y | +253.9% | +20.7% | +233.2% | +177.0% |
| All | +9,412.3% | +850.6% | +8,561.7% | +4,616.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling