-35.3%
DOW vs SM
-6.8%
-28.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.5% | -0.5% | -2.0% |
| 7D | -2.4% | +0.1% | -2.5% | -2.4% |
| 30D | +0.4% | +26.3% | -25.9% | -8.7% |
| 3M | -14.4% | +8.7% | -23.1% | -17.9% |
| 6M | -7.0% | +51.7% | -58.7% | -22.1% |
| YTD | +30.2% | +99.0% | -68.8% | -2.1% |
| 1Y | +29.2% | +34.6% | -5.4% | +11.3% |
| All | -35.3% | -6.8% | -28.5% | -45.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling