+404.6%
DHI vs SMTC
+548.2%
-143.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.1% | -3.4% | +0.8% |
| 7D | -3.4% | +13.1% | -16.5% | -5.7% |
| 30D | -5.4% | +19.5% | -24.9% | -9.4% |
| 3M | -10.4% | +2.2% | -12.7% | -13.1% |
| 6M | -2.8% | +94.9% | -97.6% | -18.8% |
| YTD | -3.4% | +127.0% | -130.4% | -22.4% |
| 1Y | -22.9% | +174.6% | -197.5% | -41.4% |
| 3Y | +20.7% | +615.9% | -595.2% | -39.8% |
| 5Y | +62.1% | +125.6% | -63.5% | +12.8% |
| All | +404.6% | +548.2% | -143.6% | +160.2% |
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