+351.3%
DAL vs SMTC
+901.3%
-550.0%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +9.2% | -7.4% | -1.2% |
| 7D | +0.1% | +12.7% | -12.6% | -3.9% |
| 30D | -13.9% | +22.0% | -35.9% | -20.8% |
| 3M | +1.1% | -12.7% | +13.8% | +1.0% |
| 6M | +26.2% | +64.8% | -38.5% | -2.0% |
| YTD | +16.4% | +100.7% | -84.3% | -16.2% |
| 1Y | +33.9% | +146.9% | -113.0% | -12.3% |
| 3Y | +93.4% | +456.8% | -363.4% | -25.1% |
| 5Y | +106.4% | +89.2% | +17.1% | +17.7% |
| 10Y | +143.0% | +426.9% | -283.9% | -26.2% |
| All | +351.3% | +901.3% | -550.0% | -24.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling