+7.5%
SMR vs DG
-32.4%
+39.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.6% | -0.7% | -2.9% |
| 7D | +13.1% | -4.8% | +17.9% | +13.9% |
| 30D | +17.8% | +1.8% | +16.0% | +17.1% |
| 3M | +8.1% | +14.5% | -6.4% | +4.8% |
| 6M | -11.1% | -13.6% | +2.5% | -9.4% |
| YTD | -23.7% | -4.8% | -18.9% | -23.6% |
| 1Y | -69.4% | +21.6% | -91.0% | -70.6% |
| 3Y | +82.6% | +4.5% | +78.1% | +78.5% |
| All | +7.5% | -32.4% | +39.8% | +12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling