+72.5%
SMR vs DG
+3.3%
+69.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.3% | -4.3% | -5.3% |
| 7D | +4.7% | -6.3% | +11.0% | +5.9% |
| 30D | +3.2% | +2.4% | +0.8% | +2.5% |
| 3M | +9.9% | +12.4% | -2.5% | +6.1% |
| 6M | -15.1% | -14.9% | -0.2% | -12.8% |
| YTD | -27.9% | -6.1% | -21.9% | -27.6% |
| 1Y | -70.2% | +17.9% | -88.1% | -71.6% |
| All | +72.5% | +3.3% | +69.2% | +51.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling