-10.8%
DOW vs SM
+165.7%
-176.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.5% | -0.5% | -2.5% |
| 7D | -2.4% | +0.1% | -2.5% | -2.4% |
| 30D | +0.4% | +26.3% | -25.9% | -4.4% |
| 3M | -14.4% | +8.7% | -23.1% | -16.1% |
| 6M | -7.0% | +51.7% | -58.7% | -14.9% |
| YTD | +30.2% | +99.0% | -68.8% | +12.6% |
| 1Y | +29.2% | +34.6% | -5.4% | +20.3% |
| 3Y | -36.7% | -7.8% | -29.0% | -38.2% |
| 5Y | -37.7% | +104.8% | -142.5% | -49.5% |
| All | -10.8% | +165.7% | -176.5% | -44.8% |
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