+102.1%
DASH vs SMTC
+518.9%
-416.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -17.5% | +8.1% | -7.6% |
| 7D | +0.5% | -35.0% | +35.5% | +4.6% |
| 30D | -7.1% | -53.6% | +46.5% | -0.1% |
| 3M | -13.2% | -24.5% | +11.3% | -12.7% |
| 6M | +8.3% | -19.0% | +27.3% | +4.9% |
| YTD | -20.6% | +24.2% | -44.8% | -29.2% |
| 1Y | -24.4% | +35.6% | -60.0% | -34.0% |
| All | +102.1% | +518.9% | -416.9% | +15.2% |
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 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