+105.8%
DAL vs SMTC
+91.8%
+14.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +9.2% | -7.4% | -0.2% |
| 7D | +0.1% | +12.7% | -12.6% | -2.5% |
| 30D | -13.9% | +22.0% | -35.9% | -18.4% |
| 3M | +1.1% | -12.7% | +13.8% | +1.4% |
| 6M | +26.2% | +64.8% | -38.5% | +6.8% |
| YTD | +16.4% | +100.7% | -84.3% | -6.5% |
| 1Y | +33.9% | +146.9% | -113.0% | +1.0% |
| 3Y | +93.4% | +456.8% | -363.4% | +2.6% |
| All | +105.8% | +91.8% | +14.0% | +58.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling