-99.6%
DFNS vs SMTC
+70.8%
-170.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | -12.9% | -5.4% | -17.6% |
| 7D | -27.7% | -24.5% | -3.2% | -26.8% |
| 30D | -58.0% | -42.5% | -15.5% | -57.1% |
| 3M | -94.0% | -14.1% | -79.9% | -93.9% |
| 6M | -94.6% | +3.6% | -98.2% | -95.1% |
| YTD | -99.4% | +50.6% | -150.0% | -99.6% |
| 1Y | -99.6% | +72.2% | -171.9% | -99.8% |
| All | -99.6% | +70.8% | -170.5% | -99.8% |
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 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