-10.2%
DOW vs SM
+178.4%
-188.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | -2.4% | +2.1% | -4.5% | -2.8% |
| 30D | -4.1% | +18.1% | -22.2% | -7.4% |
| 3M | -12.4% | +17.0% | -29.4% | -15.5% |
| 6M | -10.6% | +55.4% | -66.0% | -18.7% |
| YTD | +31.1% | +108.6% | -77.5% | +12.3% |
| 1Y | +30.5% | +45.7% | -15.1% | +19.7% |
| 3Y | -34.4% | -0.3% | -34.1% | -36.9% |
| 5Y | -35.5% | +113.0% | -148.5% | -48.1% |
| All | -10.2% | +178.4% | -188.6% | -44.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling