-4.5%
DASH vs SMTC
+63.0%
-67.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +12.8% | -12.1% | -2.0% |
| 7D | -4.8% | -4.8% | +0.1% | -4.7% |
| 30D | -7.9% | -37.8% | +29.9% | +0.3% |
| 3M | -16.3% | -16.5% | +0.2% | -16.7% |
| 6M | +10.4% | -4.4% | +14.8% | +1.2% |
| YTD | -20.1% | +58.0% | -78.1% | -38.2% |
| 1Y | -11.4% | +62.0% | -73.4% | -32.5% |
| 3Y | +114.1% | +745.7% | -631.6% | -34.2% |
| 5Y | -5.8% | +29.0% | -34.8% | -21.8% |
| All | -4.5% | +63.0% | -67.5% | -29.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling