+71.6%
SM vs DAR
+63.3%
+8.3%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.3% | -2.5% | -12.8% | -13.8% |
| 7D | -21.5% | -5.7% | -15.8% | -18.5% |
| 30D | -11.4% | -16.6% | +5.2% | -1.8% |
| 3M | +0.6% | -13.1% | +13.7% | +9.2% |
| 6M | +0.2% | -18.8% | +19.0% | +11.9% |
| YTD | +69.7% | +45.3% | +24.4% | +59.9% |
| 1Y | +71.6% | +60.6% | +10.9% | +55.2% |
| All | +71.6% | +63.3% | +8.3% | +55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 1y: compounded portfolio wealth divided by compounded DAR 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…
1y analysis · Full analysis span regression · 6 months rolling