-75.5%
SMR vs DGX
+32.7%
-108.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +1.7% | -17.3% | -15.1% |
| 7D | -11.2% | -0.9% | -10.3% | -11.3% |
| 30D | -10.2% | -1.2% | -9.1% | -10.4% |
| 3M | -10.0% | +15.8% | -25.8% | -3.7% |
| 6M | -30.5% | +18.2% | -48.6% | -24.9% |
| YTD | -39.2% | +37.2% | -76.4% | -31.4% |
| 1Y | -75.5% | +30.4% | -105.9% | -70.4% |
| All | -75.5% | +32.7% | -108.2% | -70.4% |
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