+108.7%
SMR vs DOW
-19.8%
+128.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +1.9% | -9.7% | -8.3% |
| 7D | +10.3% | +3.7% | +6.6% | +9.0% |
| 30D | -25.7% | +16.3% | -42.0% | -29.2% |
| 3M | -49.7% | +9.7% | -59.4% | -51.4% |
| 6M | -59.8% | -14.1% | -45.7% | -57.8% |
| YTD | -66.0% | +46.6% | -112.6% | -73.9% |
| 1Y | -81.4% | +56.8% | -138.3% | -86.4% |
| All | +108.7% | -19.8% | +128.5% | +149.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling