-100.0%
DFNS vs SMTC
+116.7%
-216.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -4.1% | -1.4% | -5.7% |
| 7D | -6.0% | +11.0% | -17.0% | -5.4% |
| 30D | -71.2% | -28.5% | -42.7% | -71.9% |
| 3M | -94.5% | -14.2% | -80.3% | -94.6% |
| 6M | -96.5% | -18.0% | -78.5% | -96.5% |
| YTD | -99.6% | +55.5% | -155.1% | -99.6% |
| 1Y | -99.7% | +69.5% | -169.2% | -99.7% |
| 3Y | -100.0% | +699.7% | -799.6% | -100.0% |
| 5Y | -100.0% | +27.4% | -127.4% | -100.0% |
| All | -100.0% | +116.7% | -216.7% | -100.0% |
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