-98.3%
DFNS vs SMTC
+154.8%
-253.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +9.2% | -8.6% | -0.3% |
| 7D | -16.0% | +12.7% | -28.7% | -17.0% |
| 30D | -77.7% | +22.0% | -99.7% | -78.0% |
| 3M | -77.2% | -12.7% | -64.5% | -75.0% |
| 6M | -95.2% | +64.8% | -160.0% | -96.3% |
| YTD | -98.0% | +100.7% | -198.7% | -98.6% |
| 1Y | -98.3% | +146.9% | -245.2% | -99.0% |
| All | -98.3% | +154.8% | -253.0% | -99.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling