-70.2%
SMR vs DOW
+29.9%
-100.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.8% | -6.4% | -5.6% |
| 7D | +4.7% | -2.4% | +7.1% | +4.8% |
| 30D | +3.2% | -4.1% | +7.3% | +3.4% |
| 3M | +9.9% | -12.4% | +22.3% | +12.1% |
| 6M | -15.1% | -10.6% | -4.5% | -19.7% |
| YTD | -27.9% | +31.1% | -59.0% | -45.1% |
| 1Y | -70.2% | +30.5% | -100.8% | -78.8% |
| All | -70.2% | +29.9% | -100.2% | -78.8% |
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