-85.6%
SMR vs DGX
+45.0%
-130.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.5% | -8.0% | -3.3% |
| 7D | -9.5% | +4.1% | -13.6% | -8.3% |
| 30D | -33.2% | +10.5% | -43.7% | -30.8% |
| 3M | -45.9% | +9.8% | -55.7% | -43.9% |
| 6M | -57.9% | +34.6% | -92.4% | -51.9% |
| YTD | -63.8% | +49.8% | -113.6% | -57.3% |
| 1Y | -85.6% | +46.0% | -131.6% | -83.0% |
| All | -85.6% | +45.0% | -130.6% | -83.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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