-35.9%
DOW vs SM
+111.2%
-147.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.6% | -3.2% | -0.7% |
| 7D | -2.9% | -0.2% | -2.8% | -2.9% |
| 30D | +2.0% | +31.5% | -29.6% | -6.4% |
| 3M | -12.5% | +17.3% | -29.9% | -17.2% |
| 6M | -9.2% | +48.5% | -57.7% | -20.1% |
| YTD | +30.8% | +106.3% | -75.5% | +4.5% |
| 1Y | +29.4% | +47.3% | -17.9% | +13.0% |
| 3Y | -34.6% | -1.4% | -33.1% | -39.8% |
| 5Y | -35.9% | +114.0% | -150.0% | -55.3% |
| All | -35.9% | +111.2% | -147.2% | -55.3% |
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 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