-85.6%
SMR vs DOW
+50.2%
-135.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.2% | -1.2% | -4.8% |
| 7D | -9.5% | -4.2% | -5.3% | -9.9% |
| 30D | -33.2% | +14.7% | -47.9% | -32.3% |
| 3M | -45.9% | +9.1% | -55.0% | -45.4% |
| 6M | -57.9% | -17.7% | -40.2% | -56.9% |
| YTD | -63.8% | +44.6% | -108.4% | -72.6% |
| 1Y | -85.6% | +51.9% | -137.5% | -89.4% |
| All | -85.6% | +50.2% | -135.8% | -89.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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