+106.1%
SM vs DAR
-11.0%
+117.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.7% | -2.0% |
| 7D | +0.1% | +1.4% | -1.3% | -0.6% |
| 30D | +26.3% | +12.8% | +13.5% | +17.9% |
| 3M | +8.7% | +7.4% | +1.3% | +4.3% |
| 6M | +51.7% | +22.3% | +29.4% | +35.4% |
| YTD | +99.0% | +81.1% | +18.0% | +43.0% |
| 1Y | +34.6% | +106.5% | -71.9% | -11.2% |
| 3Y | -7.8% | +5.3% | -13.1% | -14.9% |
| All | +106.1% | -11.0% | +117.1% | +114.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling