+467.1%
DDOG vs SMTC
+202.8%
+264.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +9.2% | -10.1% | -3.3% |
| 7D | -10.1% | +12.7% | -22.9% | -13.1% |
| 30D | -24.8% | +22.0% | -46.8% | -30.3% |
| 3M | -12.6% | -12.7% | +0.1% | -13.1% |
| 6M | +79.9% | +64.8% | +15.2% | +42.8% |
| YTD | +56.6% | +100.7% | -44.1% | +15.7% |
| 1Y | +61.6% | +146.9% | -85.3% | +10.0% |
| 3Y | +117.9% | +456.8% | -338.9% | -14.3% |
| 5Y | +54.2% | +89.2% | -35.0% | +2.7% |
| All | +467.1% | +202.8% | +264.3% | +160.3% |
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