+122.8%
DAL vs SMTC
+313.7%
-190.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +12.7% | -10.6% | -0.9% |
| 7D | +8.8% | -19.0% | +27.8% | +13.3% |
| 30D | +5.4% | -46.7% | +52.1% | +20.6% |
| 3M | -4.9% | -23.4% | +18.5% | -2.7% |
| 6M | +19.8% | -13.4% | +33.3% | +14.5% |
| YTD | +27.0% | +40.1% | -13.1% | +4.2% |
| 1Y | +52.5% | +47.7% | +4.8% | +22.6% |
| 3Y | +173.8% | +606.9% | -433.1% | +16.1% |
| 5Y | +104.5% | +14.4% | +90.2% | +51.5% |
| All | +122.8% | +313.7% | -190.9% | +17.2% |
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