+44.6%
DAL vs SMTC
+59.8%
-15.2%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.6% | -0.6% | -4.8% |
| 7D | +1.4% | +30.5% | -29.1% | -1.3% |
| 30D | +9.1% | -30.9% | +39.9% | +12.4% |
| 3M | -3.5% | -14.7% | +11.2% | -3.6% |
| 6M | +23.4% | -9.6% | +32.9% | +19.4% |
| YTD | +26.0% | +62.1% | -36.0% | +3.9% |
| 1Y | +44.6% | +66.6% | -21.9% | +18.0% |
| All | +44.6% | +59.8% | -15.2% | +18.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling