+381.8%
DAL vs SMTC
+519.8%
-137.9%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -17.5% | +13.2% | +1.2% |
| 7D | +4.6% | -35.0% | +39.6% | +18.2% |
| 30D | +2.3% | -53.6% | +55.9% | +27.5% |
| 3M | -8.1% | -24.5% | +16.4% | -5.3% |
| 6M | +21.4% | -19.0% | +40.4% | +16.7% |
| YTD | +24.3% | +24.2% | +0.1% | +0.2% |
| 1Y | +47.4% | +35.6% | +11.8% | +14.3% |
| 3Y | +164.6% | +521.9% | -357.3% | -7.7% |
| 5Y | +100.2% | +1.5% | +98.8% | +36.7% |
| 10Y | +124.9% | +274.7% | -149.8% | -28.5% |
| All | +381.8% | +519.8% | -137.9% | -9.5% |
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 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