-3.6%
SMR vs DOW
-36.1%
+32.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.5% | +0.6% |
| 7D | +4.4% | -2.4% | +6.8% | +5.3% |
| 30D | +3.4% | +0.4% | +3.0% | +2.7% |
| 3M | -19.2% | -14.4% | -4.8% | -15.1% |
| 6M | -22.6% | -7.0% | -15.7% | -25.7% |
| YTD | -31.5% | +30.2% | -61.7% | -45.1% |
| 1Y | -73.1% | +29.2% | -102.3% | -78.6% |
| 3Y | +55.0% | -36.7% | +91.7% | +91.7% |
| All | -3.6% | -36.1% | +32.5% | +14.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling