-52.1%
SMR vs DOW
-28.0%
-24.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +1.9% | -9.7% | -8.5% |
| 7D | +10.3% | +3.7% | +6.6% | +8.7% |
| 30D | -25.7% | +16.3% | -42.0% | -29.8% |
| 3M | -49.7% | +9.7% | -59.4% | -51.7% |
| 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% |
| 3Y | +130.6% | -20.4% | +151.0% | +158.3% |
| All | -52.1% | -28.0% | -24.0% | -45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling