+851.5%
DE vs SMTC
+548.2%
+303.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.1% | -5.4% | -1.2% |
| 7D | -2.6% | +13.1% | -15.6% | -4.7% |
| 30D | +9.0% | +19.5% | -10.4% | +5.0% |
| 3M | +19.1% | +2.2% | +16.9% | +16.3% |
| 6M | +14.4% | +94.9% | -80.5% | -2.1% |
| YTD | +45.9% | +127.0% | -81.0% | +20.6% |
| 1Y | +43.6% | +174.6% | -131.0% | +13.0% |
| 3Y | +75.9% | +615.9% | -540.0% | -4.4% |
| 5Y | +98.8% | +125.6% | -26.8% | +44.6% |
| All | +851.5% | +548.2% | +303.3% | +402.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling