-99.9%
DFNS vs SMTC
+179.7%
-279.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +9.2% | -8.6% | +1.4% |
| 7D | -16.0% | +12.7% | -28.7% | -15.1% |
| 30D | -77.7% | +22.0% | -99.7% | -77.3% |
| 3M | -77.2% | -12.7% | -64.5% | -76.9% |
| 6M | -95.2% | +64.8% | -160.0% | -94.9% |
| YTD | -98.0% | +100.7% | -198.7% | -97.8% |
| 1Y | -98.3% | +146.9% | -245.2% | -98.1% |
| 3Y | -99.9% | +456.8% | -556.7% | -99.9% |
| 5Y | -99.9% | +89.2% | -189.1% | -99.8% |
| All | -99.9% | +179.7% | -279.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling