+98.5%
DAL vs SMTC
+463.0%
-364.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +9.2% | -7.4% | +0.1% |
| 7D | +0.1% | +12.7% | -12.6% | -2.1% |
| 30D | -13.9% | +22.0% | -35.9% | -17.8% |
| 3M | +1.1% | -12.7% | +13.8% | +1.5% |
| 6M | +26.2% | +64.8% | -38.5% | +9.2% |
| YTD | +16.4% | +100.7% | -84.3% | -3.7% |
| 1Y | +33.9% | +146.9% | -113.0% | +4.9% |
| All | +98.5% | +463.0% | -364.5% | +10.3% |
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