+168.1%
DAL vs SMTC
+518.9%
-350.9%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -17.5% | +13.2% | -1.4% |
| 7D | +4.6% | -35.0% | +39.6% | +11.7% |
| 30D | +2.3% | -53.6% | +55.9% | +15.4% |
| 3M | -8.1% | -24.5% | +16.4% | -6.6% |
| 6M | +21.4% | -19.0% | +40.4% | +18.4% |
| YTD | +24.3% | +24.2% | +0.1% | +9.0% |
| 1Y | +47.4% | +35.6% | +11.8% | +26.3% |
| All | +168.1% | +518.9% | -350.9% | +44.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling