+14,219.4%
DE vs SMTC
+48,791.7%
-34,572.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.3% | -0.4% |
| 7D | +0.3% | +11.0% | -10.7% | -0.9% |
| 30D | +3.6% | -28.5% | +32.1% | +6.3% |
| 3M | +10.2% | -14.2% | +24.5% | +10.1% |
| 6M | +16.6% | -18.0% | +34.6% | +15.8% |
| YTD | +45.8% | +55.5% | -9.7% | +34.4% |
| 1Y | +43.9% | +69.5% | -25.6% | +31.1% |
| 3Y | +89.6% | +699.7% | -610.0% | +38.6% |
| 5Y | +100.3% | +27.4% | +72.9% | +73.2% |
| 10Y | +760.8% | +335.7% | +425.1% | +550.7% |
| All | +14,219.4% | +48,791.7% | -34,572.3% | +9,294.8% |
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