+82.6%
SMR vs DOW
-35.5%
+118.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -3.1% |
| 7D | +13.1% | -6.0% | +19.1% | +15.3% |
| 30D | +17.8% | -2.7% | +20.5% | +18.5% |
| 3M | +8.1% | -10.5% | +18.6% | +11.3% |
| 6M | -11.1% | -12.4% | +1.3% | -12.1% |
| YTD | -23.7% | +30.0% | -53.7% | -39.7% |
| 1Y | -69.4% | +27.8% | -97.2% | -75.9% |
| All | +82.6% | -35.5% | +118.1% | +155.6% |
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