-99.9%
DFNS vs SMTC
+110.0%
-209.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +10.0% | -10.7% | +0.1% |
| 7D | +0.8% | +22.9% | -22.2% | +2.7% |
| 30D | -73.2% | +16.6% | -89.9% | -72.9% |
| 3M | -72.4% | +2.4% | -74.9% | -71.6% |
| 6M | -95.2% | +98.3% | -193.5% | -94.8% |
| YTD | -98.0% | +120.7% | -218.7% | -97.8% |
| 1Y | -98.3% | +168.3% | -266.5% | -98.0% |
| 3Y | -99.9% | +571.7% | -671.6% | -99.9% |
| 5Y | -99.9% | +114.0% | -213.9% | -99.8% |
| All | -99.9% | +110.0% | -209.9% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling