-85.6%
SMR vs DG
+45.3%
-130.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +8.5% | -13.0% | -6.0% |
| 7D | -9.5% | +12.3% | -21.8% | -11.8% |
| 30D | -33.2% | +19.3% | -52.5% | -36.1% |
| 3M | -45.9% | +11.9% | -57.8% | -47.7% |
| 6M | -57.9% | +25.0% | -82.9% | -61.6% |
| YTD | -63.8% | +8.7% | -72.5% | -65.5% |
| 1Y | -85.6% | +44.7% | -130.3% | -89.4% |
| All | -85.6% | +45.3% | -130.9% | -89.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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