+47.3%
SM vs DAR
+108.5%
-61.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.9% | +0.7% | +2.2% |
| 7D | -0.2% | -0.9% | +0.7% | +0.3% |
| 30D | +31.5% | +13.0% | +18.6% | +23.6% |
| 3M | +17.3% | +15.0% | +2.3% | +9.8% |
| 6M | +48.5% | +26.8% | +21.7% | +34.7% |
| YTD | +106.3% | +86.4% | +19.8% | +60.0% |
| 1Y | +47.3% | +115.1% | -67.8% | +6.6% |
| All | +47.3% | +108.5% | -61.2% | +6.6% |
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