+112.2%
DT vs SM
+351.1%
-239.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.6% |
| 7D | -0.5% | -0.2% | -0.3% | -0.5% |
| 30D | +0.1% | +20.3% | -20.2% | -2.0% |
| 3M | +24.1% | +22.9% | +1.2% | +20.7% |
| 6M | +30.1% | +47.8% | -17.7% | +23.6% |
| YTD | +16.8% | +107.5% | -90.7% | +6.7% |
| 1Y | -0.1% | +51.7% | -51.8% | -5.9% |
| 3Y | +6.8% | -0.9% | +7.7% | +3.2% |
| 5Y | -28.4% | +112.2% | -140.6% | -36.6% |
| All | +112.2% | +351.1% | -239.0% | +35.8% |
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 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