+14,337.8%
DE vs SMTC
+69,284.5%
-54,946.7%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +10.0% | -11.8% | -2.9% |
| 7D | +0.7% | +22.9% | -22.3% | -1.5% |
| 30D | +9.6% | +16.6% | -7.0% | +7.4% |
| 3M | +19.0% | +2.4% | +16.6% | +17.3% |
| 6M | +16.1% | +98.3% | -82.2% | +6.0% |
| YTD | +47.0% | +120.7% | -73.7% | +32.4% |
| 1Y | +43.1% | +168.3% | -125.1% | +25.6% |
| 3Y | +77.5% | +571.7% | -494.2% | +33.3% |
| 5Y | +96.4% | +114.0% | -17.6% | +62.9% |
| 10Y | +852.9% | +497.0% | +355.9% | +605.7% |
| All | +14,337.8% | +69,284.5% | -54,946.7% | +9,156.3% |
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