-11.3%
DASH vs SMTC
+57.1%
-68.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +12.8% | -12.1% | +0.9% |
| 7D | -4.8% | -4.8% | +0.1% | -5.1% |
| 30D | -7.9% | -37.8% | +29.9% | -8.7% |
| 3M | -16.3% | -16.5% | +0.2% | -16.5% |
| 6M | +10.4% | -4.4% | +14.8% | +7.9% |
| YTD | -20.1% | +58.0% | -78.1% | -25.8% |
| All | -11.3% | +57.1% | -68.4% | -18.2% |
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