+7.5%
SMR vs DGX
+96.9%
-89.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | +13.1% | -2.2% | +15.3% | +13.1% |
| 30D | +17.8% | -0.9% | +18.7% | +17.8% |
| 3M | +8.1% | +15.6% | -7.5% | +8.4% |
| 6M | -11.1% | +17.8% | -28.9% | -10.8% |
| YTD | -23.7% | +37.5% | -61.2% | -24.3% |
| 1Y | -69.4% | +31.2% | -100.6% | -69.5% |
| 3Y | +82.6% | +96.6% | -14.0% | +64.8% |
| All | +7.5% | +96.9% | -89.4% | -1.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling