-53.7%
SMR vs DOW
-28.3%
-25.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.0% | -3.2% |
| 7D | -8.3% | +5.2% | -13.5% | -9.9% |
| 30D | -20.1% | +13.2% | -33.3% | -23.7% |
| 3M | -52.7% | +10.1% | -62.8% | -54.6% |
| 6M | -61.0% | -13.1% | -48.0% | -59.3% |
| YTD | -67.1% | +46.1% | -113.2% | -74.8% |
| 1Y | -79.9% | +50.0% | -129.9% | -84.9% |
| 3Y | +101.7% | -20.2% | +122.0% | +125.6% |
| All | -53.7% | -28.3% | -25.4% | -47.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling