-28.1%
DT vs SM
+111.2%
-139.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.6% | -6.7% | -3.7% |
| 7D | -4.9% | -0.2% | -4.7% | -4.9% |
| 30D | +2.7% | +31.5% | -28.8% | -1.9% |
| 3M | +20.0% | +17.3% | +2.6% | +15.9% |
| 6M | +28.0% | +48.5% | -20.5% | +17.8% |
| YTD | +16.0% | +106.3% | -90.2% | +0.2% |
| 1Y | +0.7% | +47.3% | -46.6% | -8.0% |
| 3Y | +6.2% | -1.4% | +7.6% | +0.1% |
| 5Y | -28.1% | +114.0% | -142.2% | -40.6% |
| All | -28.1% | +111.2% | -139.4% | -40.6% |
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