+128.1%
DAL vs SMTC
+365.8%
-237.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +12.8% | -7.6% | +2.2% |
| 7D | +10.0% | -4.8% | +14.9% | +10.2% |
| 30D | +12.0% | -37.8% | +49.9% | +23.4% |
| 3M | +0.8% | -16.5% | +17.3% | +1.1% |
| 6M | +26.2% | -4.4% | +30.6% | +17.8% |
| YTD | +33.7% | +58.0% | -24.3% | +6.5% |
| 1Y | +57.6% | +62.0% | -4.4% | +24.0% |
| 3Y | +183.5% | +745.7% | -562.2% | +14.5% |
| 5Y | +114.2% | +29.0% | +85.1% | +54.0% |
| 10Y | +128.1% | +351.4% | -223.2% | +15.1% |
| All | +128.1% | +365.8% | -237.7% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 10y: compounded portfolio wealth divided by compounded SMTC 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…
10y analysis · Full analysis span regression · 6 months rolling