+153.0%
DASH vs SMTC
+463.0%
-309.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +9.2% | -13.9% | -5.8% |
| 7D | -10.6% | +12.7% | -23.3% | -12.0% |
| 30D | +2.2% | +22.0% | -19.8% | -1.3% |
| 3M | +32.3% | -12.7% | +44.9% | +32.5% |
| 6M | +19.1% | +64.8% | -45.7% | +5.3% |
| YTD | -6.5% | +100.7% | -107.2% | -20.6% |
| 1Y | -14.9% | +146.9% | -161.8% | -31.2% |
| All | +153.0% | +463.0% | -309.9% | +46.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling