+7.4%
DASH vs SMTC
+91.8%
-84.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +9.2% | -13.9% | -6.7% |
| 7D | -10.6% | +12.7% | -23.3% | -13.1% |
| 30D | +2.2% | +22.0% | -19.8% | -3.8% |
| 3M | +32.3% | -12.7% | +44.9% | +32.0% |
| 6M | +19.1% | +64.8% | -45.7% | -2.8% |
| YTD | -6.5% | +100.7% | -107.2% | -28.5% |
| 1Y | -14.9% | +146.9% | -161.8% | -39.9% |
| 3Y | +151.9% | +456.8% | -304.9% | +5.5% |
| All | +7.4% | +91.8% | -84.4% | -3.0% |
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