+15.5%
SM vs DAR
+311.7%
-296.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.3% | -1.0% |
| 7D | +9.4% | +11.6% | -2.2% | +0.6% |
| 30D | -14.4% | -10.2% | -4.1% | -7.1% |
| 3M | +1.6% | -14.8% | +16.4% | +14.2% |
| 6M | +6.3% | -10.1% | +16.4% | +14.6% |
| YTD | +78.8% | +55.5% | +23.3% | +26.3% |
| 1Y | +83.1% | +61.7% | +21.5% | +24.5% |
| 3Y | -5.9% | +37.2% | -43.1% | -35.5% |
| 5Y | +4.8% | -26.9% | +31.7% | +13.1% |
| All | +15.5% | +311.7% | -296.2% | -68.3% |
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