-98.3%
DFNS vs SMTC
+168.8%
-267.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.8% | -5.4% | -4.7% |
| 7D | +4.6% | +22.5% | -17.8% | +2.5% |
| 30D | -73.9% | +24.9% | -98.8% | -74.4% |
| 3M | -71.7% | +4.1% | -75.8% | -70.3% |
| 6M | -94.6% | +92.6% | -187.1% | -96.0% |
| YTD | -98.1% | +122.5% | -220.5% | -98.7% |
| 1Y | -98.3% | +166.2% | -264.5% | -98.9% |
| All | -98.3% | +168.8% | -267.1% | -98.9% |
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