+391.0%
DDOG vs SMTC
+156.4%
+234.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +10.3% | -7.0% | +0.6% |
| 7D | -2.3% | +12.9% | -15.2% | -6.1% |
| 30D | -35.8% | -25.6% | -10.2% | -30.9% |
| 3M | -25.3% | -4.5% | -20.7% | -26.5% |
| 6M | -8.9% | -8.3% | -0.6% | -13.8% |
| YTD | +35.6% | +69.9% | -34.3% | +2.9% |
| 1Y | -6.8% | +73.9% | -80.7% | -30.1% |
| 3Y | +77.9% | +757.7% | -679.8% | -44.3% |
| 5Y | -3.1% | +38.7% | -41.8% | -29.3% |
| All | +391.0% | +156.4% | +234.6% | +131.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling