-61.0%
SMR vs DG
+32.6%
-93.6%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.0% | -3.4% |
| 7D | -8.3% | +0.3% | -8.6% | -8.2% |
| 30D | -20.1% | +3.2% | -23.3% | -19.3% |
| 3M | -52.7% | +10.4% | -63.1% | -52.0% |
| 6M | -61.0% | +33.2% | -94.2% | -61.7% |
| All | -61.0% | +32.6% | -93.6% | -61.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling