-3.6%
SMR vs DG
-27.7%
+24.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -0.8% |
| 7D | +4.4% | +8.4% | -4.0% | +3.0% |
| 30D | +3.4% | +4.9% | -1.5% | +2.5% |
| 3M | -19.2% | +29.3% | -48.5% | -23.3% |
| 6M | -22.6% | -11.3% | -11.4% | -21.4% |
| YTD | -31.5% | +1.8% | -33.3% | -32.1% |
| 1Y | -73.1% | +25.3% | -98.4% | -74.3% |
| 3Y | +55.0% | +9.1% | +45.9% | +50.2% |
| All | -3.6% | -27.7% | +24.1% | -0.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling