-7.0%
DASH vs SMTC
+13.5%
-20.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +12.7% | -12.9% | -2.7% |
| 7D | +0.4% | -19.0% | +19.4% | +3.9% |
| 30D | -6.0% | -46.7% | +40.7% | +5.4% |
| 3M | -15.8% | -23.4% | +7.7% | -14.6% |
| 6M | +7.0% | -13.4% | +20.4% | +0.5% |
| YTD | -20.7% | +40.1% | -60.7% | -36.4% |
| 1Y | -8.5% | +47.7% | -56.2% | -28.3% |
| 3Y | +101.8% | +606.9% | -505.1% | -34.1% |
| All | -7.0% | +13.5% | -20.4% | -4.7% |
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