+2,662.4%
DELL vs SMTC
+333.2%
+2,329.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -4.1% | -3.1% | -5.8% |
| 7D | +4.9% | +11.0% | -6.2% | +1.3% |
| 30D | -32.1% | -28.5% | -3.6% | -24.0% |
| 3M | -30.2% | -14.2% | -16.0% | -27.2% |
| 6M | +41.7% | -18.0% | +59.7% | +45.8% |
| YTD | +176.6% | +55.5% | +121.1% | +127.5% |
| 1Y | +159.9% | +69.5% | +90.4% | +107.4% |
| 3Y | +388.0% | +699.7% | -311.7% | +102.0% |
| 5Y | +578.2% | +27.4% | +550.8% | +399.8% |
| All | +2,662.4% | +333.2% | +2,329.1% | +1,265.0% |
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