+99.1%
DE vs SMTC
+26.3%
+72.7%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.3% | -0.4% |
| 7D | +0.3% | +11.0% | -10.7% | -0.6% |
| 30D | +3.6% | -28.5% | +32.1% | +5.8% |
| 3M | +10.2% | -14.2% | +24.5% | +9.9% |
| 6M | +16.6% | -18.0% | +34.6% | +15.7% |
| YTD | +45.8% | +55.5% | -9.7% | +35.1% |
| 1Y | +43.9% | +69.5% | -25.6% | +31.9% |
| 3Y | +89.6% | +699.7% | -610.0% | +32.4% |
| All | +99.1% | +26.3% | +72.7% | +78.7% |
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