+1.7%
SM vs DAR
+288.2%
-286.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.7% | -7.4% | -6.2% |
| 7D | -22.3% | -2.8% | -19.5% | -20.6% |
| 30D | -21.4% | -12.8% | -8.5% | -12.8% |
| 3M | +1.4% | -11.6% | +12.9% | +10.9% |
| 6M | +0.1% | -16.8% | +16.9% | +14.3% |
| YTD | +59.0% | +45.9% | +13.0% | +17.8% |
| 1Y | +64.3% | +61.5% | +2.9% | +11.7% |
| 3Y | -13.1% | +23.0% | -36.1% | -35.2% |
| 5Y | -13.9% | -35.8% | +22.0% | +4.1% |
| 10Y | +1.7% | +280.4% | -278.7% | -70.8% |
| All | +1.7% | +288.2% | -286.6% | -70.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling