+7.5%
SMR vs DT
+13.7%
-6.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.6% | -3.9% | -3.5% |
| 7D | +13.1% | -0.5% | +13.6% | +13.1% |
| 30D | +17.8% | +0.1% | +17.7% | +17.3% |
| 3M | +8.1% | +24.1% | -16.0% | -0.9% |
| 6M | -11.1% | +30.1% | -41.2% | -20.5% |
| YTD | -23.7% | +16.8% | -40.5% | -29.5% |
| 1Y | -69.4% | -0.1% | -69.3% | -70.1% |
| 3Y | +82.6% | +6.8% | +75.8% | +77.6% |
| All | +7.5% | +13.7% | -6.2% | +0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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