-14.4%
SMR vs DGX
+96.5%
-110.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +1.7% | -17.3% | -15.7% |
| 7D | -11.2% | -0.9% | -10.3% | -11.2% |
| 30D | -10.2% | -1.2% | -9.1% | -10.2% |
| 3M | -10.0% | +15.8% | -25.8% | -9.7% |
| 6M | -30.5% | +18.2% | -48.6% | -30.2% |
| YTD | -39.2% | +37.2% | -76.4% | -39.7% |
| 1Y | -75.5% | +30.4% | -105.9% | -75.6% |
| 3Y | +45.4% | +96.7% | -51.3% | +31.3% |
| All | -14.4% | +96.5% | -110.9% | -21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling