-100.0%
DFNS vs SMTC
+28.0%
-128.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +12.8% | -15.8% | -2.2% |
| 7D | -42.8% | -4.8% | -38.0% | -43.0% |
| 30D | -67.6% | -37.8% | -29.7% | -68.7% |
| 3M | -94.9% | -16.5% | -78.4% | -94.9% |
| 6M | -96.7% | -4.4% | -92.3% | -96.6% |
| YTD | -99.6% | +58.0% | -157.6% | -99.6% |
| 1Y | -99.7% | +62.0% | -161.7% | -99.7% |
| 3Y | -100.0% | +745.7% | -845.7% | -100.0% |
| 5Y | -100.0% | +29.0% | -129.0% | -100.0% |
| All | -100.0% | +28.0% | -128.0% | -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 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