+50.6%
DDOG vs SMTC
+110.0%
-59.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +10.0% | -11.2% | -3.5% |
| 7D | -6.1% | +22.9% | -29.0% | -10.6% |
| 30D | -10.1% | +16.6% | -26.8% | -14.3% |
| 3M | -9.3% | +2.4% | -11.7% | -12.9% |
| 6M | +67.2% | +98.3% | -31.1% | +30.3% |
| YTD | +54.6% | +120.7% | -66.1% | +15.8% |
| 1Y | +54.1% | +168.3% | -114.2% | +7.7% |
| 3Y | +115.3% | +571.7% | -456.4% | -14.8% |
| 5Y | +50.6% | +114.0% | -63.4% | +43.4% |
| All | +50.6% | +110.0% | -59.4% | +43.4% |
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