+99.4%
DE vs SMTC
+112.1%
-12.7%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +3.0% | +0.4% |
| 7D | -2.4% | +17.5% | -19.9% | -3.9% |
| 30D | +9.7% | +21.3% | -11.6% | +7.3% |
| 3M | +21.4% | +3.1% | +18.2% | +19.8% |
| 6M | +15.0% | +81.7% | -66.7% | +6.7% |
| YTD | +46.4% | +115.9% | -69.5% | +33.2% |
| 1Y | +45.6% | +157.8% | -112.2% | +29.3% |
| 3Y | +76.8% | +557.3% | -480.5% | +29.9% |
| 5Y | +99.4% | +114.7% | -15.3% | +72.3% |
| All | +99.4% | +112.1% | -12.7% | +72.3% |
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 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