+1,159.8%
SM vs DAR
+1,334.0%
-174.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.1% |
| 7D | -25.9% | -9.9% | -16.0% | -24.6% |
| 30D | -15.1% | -16.4% | +1.3% | -12.7% |
| 3M | +4.9% | -17.1% | +21.9% | +8.1% |
| 6M | +6.1% | -20.5% | +26.6% | +10.1% |
| YTD | +63.4% | +39.4% | +24.0% | +55.9% |
| 1Y | +72.5% | +57.2% | +15.2% | +61.4% |
| 3Y | -16.9% | +13.9% | -30.8% | -18.9% |
| 5Y | -10.6% | -40.8% | +30.2% | -4.4% |
| 10Y | +11.3% | +276.2% | -264.9% | +0.4% |
| All | +1,159.8% | +1,334.0% | -174.2% | +1,159.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling