-8.5%
DASH vs SMTC
+50.9%
-59.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +12.7% | -12.9% | +0.1% |
| 7D | +0.4% | -19.0% | +19.4% | -0.2% |
| 30D | -6.0% | -46.7% | +40.7% | -7.0% |
| 3M | -15.8% | -23.4% | +7.7% | -16.1% |
| 6M | +7.0% | -13.4% | +20.4% | +4.0% |
| YTD | -20.7% | +40.1% | -60.7% | -26.8% |
| 1Y | -8.5% | +47.7% | -56.2% | -16.0% |
| All | -8.5% | +50.9% | -59.5% | -16.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling