-10.9%
DOW vs SM
+177.0%
-187.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.7% |
| 7D | -6.0% | -0.2% | -5.8% | -6.0% |
| 30D | -2.7% | +20.3% | -23.0% | -6.4% |
| 3M | -10.5% | +22.9% | -33.4% | -14.4% |
| 6M | -12.4% | +47.8% | -60.3% | -19.6% |
| YTD | +30.0% | +107.5% | -77.4% | +11.5% |
| 1Y | +27.8% | +51.7% | -23.9% | +16.2% |
| 3Y | -34.9% | -0.9% | -34.1% | -37.3% |
| 5Y | -35.9% | +112.2% | -148.1% | -48.4% |
| All | -10.9% | +177.0% | -187.9% | -45.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling