-6.8%
DASH vs SMTC
+0.6%
-7.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -17.5% | +8.1% | -5.8% |
| 7D | +0.5% | -35.0% | +35.5% | +9.0% |
| 30D | -7.1% | -53.6% | +46.5% | +7.4% |
| 3M | -13.2% | -24.5% | +11.3% | -12.0% |
| 6M | +8.3% | -19.0% | +27.3% | +2.9% |
| YTD | -20.6% | +24.2% | -44.8% | -34.6% |
| 1Y | -24.4% | +35.6% | -60.0% | -39.9% |
| 3Y | +94.5% | +521.9% | -427.3% | -34.5% |
| All | -6.8% | +0.6% | -7.5% | -2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling