+98.6%
DAL vs SMTC
+0.6%
+98.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -17.5% | +13.2% | -0.9% |
| 7D | +4.6% | -35.0% | +39.6% | +13.1% |
| 30D | +2.3% | -53.6% | +55.9% | +17.9% |
| 3M | -8.1% | -24.5% | +16.4% | -6.2% |
| 6M | +21.4% | -19.0% | +40.4% | +18.3% |
| YTD | +24.3% | +24.2% | +0.1% | +7.5% |
| 1Y | +47.4% | +35.6% | +11.8% | +24.2% |
| 3Y | +164.6% | +521.9% | -357.3% | +28.5% |
| All | +98.6% | +0.6% | +98.0% | +74.6% |
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