+84.7%
SM vs DAR
+59.8%
+24.9%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.2% | +3.0% | +3.9% |
| 7D | +10.6% | +9.2% | +1.4% | +5.0% |
| 30D | -15.0% | -12.3% | -2.7% | -8.7% |
| 3M | +1.7% | -12.7% | +14.4% | +9.5% |
| 6M | +5.9% | -12.8% | +18.6% | +13.3% |
| YTD | +79.0% | +53.8% | +25.2% | +70.7% |
| 1Y | +84.7% | +60.3% | +24.4% | +76.0% |
| All | +84.7% | +59.8% | +24.9% | +76.0% |
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